grammar - Relative clauses: How do that-clauses differ from what-clauses?

Sometimes I can't see which clause fits the best. What "check-up" could be done to make sure which one is the right one?

For example,

1) He will do anything that is needed. or He will do anything what is needed.

2) They always ignore that is so obvious. or They always ignore what is so obvious.

3) All that I have is yours. or All what I have is yours.

My take is the correct ones are 1) that 2) that 3) what/that???

But I am not sure. I think it has to do something with different types or dependent clauses, but I don't know how to go about them in this case. Any suggestions?

Here is an interesting example

How do I know what I think, until I see what I say? VERSUS How do I know that I think, until I see what I say?

I think both are correct meaning two different things.