Learn Dutch: Je moet er voorzichtig tussendoor rijden, wat erg gevaarlijk is. - You must drive between them carefully, which is very dangerous.

It is built from er (replacing "it" or "them") and the circumposition tussen ... door. A circumposition usually wraps around a noun (for example, tussen de auto's door meaning "between/through the cars"). When you replace the noun with er, the prepositional parts combine to form the complex pronominal adverb ertussendoor.

Why is ertussendoor split by the word voorzichtig?

In Dutch, pronominal adverbs are very frequently split. The er part likes to sit early in the sentence (often right after the finite verb or subject), while the prepositional part (tussendoor) acts almost like a verbal particle, moving to the end of the clause just before the verb (rijden). Adverbs of manner like voorzichtig (carefully) naturally fall into the space created between them.

Could I keep it together and say Je moet ertussendoor voorzichtig rijden?

No, that would sound highly unnatural to a Dutch speaker. Because tussendoor indicates a physical direction, it strongly prefers to sit right next to the verb of motion (rijden) at the end of the clause. This essentially forces the split whenever you have other adverbs or phrases in the sentence.

Why does the second part of the sentence use wat instead of dat or die?