I don't think I can offer general advice, because each client will behave differently. Clients should probably guide you better, or set up some nice defaults for you.

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Oh, last question: let's say I change inbox/outbox relays, but I don't want to "lose" events, would you say rebroadcasting everything I have written to the new ones is the correct thing to do? How would you manage this situation?

Yes, rebroadcasting is the correct thing to do.