Does the word "that" refer to "features" or "windows 9x"?

Both instances of "that" refer back to the specific features alluded to at the beginning of the sentence when it says "a number of features".

Microsoft built a number of features into Windows 9x that allow previous users of DOS and Windows 3.x to capitalize on their investment and that allow technicians access to DOS-based troubleshooting.

If there were no mention of the "features", you wouldn't need "that", see this example:

Microsoft Windows 9x allows users to.... and technicians to....

But:

Windows 9x has features that allow users to... and technicians to...

Let's address this in a very simple manner. Remove into Windows 9x from the sentence. Let us withhold the subject (Windows 9x in this case) for a moment. Does the sentence still make sense? Does the sentence satisfy subject-verb agreement? If it does, like in this case, then that refers to 'number of features'.

Let me emphasize on the usage of allow and that here. If the sentence corresponded to Windows 9x, then that would have changed to which—mostly between commas as an explanation of what Windows 9x is—and allow would have been changed to allows, to satiate subject-verb agreement.