He appears is in the second sentence, not the first.
I’m pretty sure that the “This sentence contains no pronouns” is the sentence in which they are referring to.
Similar to this sentence contains the word sentence.
And yes - one of the ways I was trying to understand it was if they viewed the entire biography as one sentence.
Seems like a “Who’s one First” routine for grammar.
This and that and other pronouns can act as either demonstrative or relative pronouns, depending on how they are used.