Are these extra words necessary? Optional?

I have realized lately that I am unsure (I just did it again) when a word is necessary or optional. Did I need to write "that" in the preceding sentence? Could I have said: "I have realized lately I am unsure when a word is necessary?"

Here is another recent example:

Depending where you are, you may have to go left or right.

Or would it be "Depending ON/UPON where you are, you may have to go left or right

Would it be:

"Religious people of the past have ''converted'' religions so that they weren't killed."

OR

Religious people of the past have ''converted'' religions so they weren't killed.

This latter example seems more clear to me in that the one with ''that'' is showing a direct reason.. they converted to avoid being killed. Whereas the one with ''that'' omitted expresses a result of the decision to convert where it is not suggesting that the people converted strictly to have their lives spared.

I'm not even sure what my question (if there is a term for these types of words) is but I notice there are words I am often unsure of concerning whether or not they need to be present.

Thank you