You are correct. "Which" is used as a relative pronoun in this sentence. It refers to "places". You can not REPLACE it with "those", however, adding "those" improves the sentence, in my opinion. - What sort of places? - Well, obviously it varies, but always places of historical interest and also those which offer a variety of shopping, because our students always ask about that.

Yes, which here is being used as a relative pronoun referring to 'places'. Therefore, you can't replace with those.