No: although the clause subordinator "that" can be used instead of a wh relative pronoun in your examples, neither the that clauses nor the wh clauses are adjective clauses.
They are dependent relative clauses, but they are not modifiers; they are "postnucleus" clauses. This is a matter of advanced grammar which you won’t be into yet, but just bear in mind that they are not modifying clauses, so they cannot be called adjective clauses.