The death of shale pioneer Aubrey McClendon leaves a tangled financial legacy that reflects his willingness to risk his personal assets to fund new business ventures, a web that may take years to fully unravel. Mr. McClendon died in a fiery car crash Wednesday, a day after he was indicted on a charge of conspiring to rig bids on oil and gas leases in Oklahoma. Thousands gathered in Oklahoma City on Monday to mourn and remember the…