Suppose I’m connected to X number of Relays (in Damus client). I am zapping to someone who is connected to Y number of relays (say Amethyst client) via Wallet of Satoshi. So X and Y could be disjointed set of relays. When I create zap requests from Damus which relay of Y is being used? Not sure this makes sense
Discussion
Keep it simple, chained and easy to read.
Relay chains a possible route would the entertainment behave.

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Dame laid eggs
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it does
the receiving server/zapper should publish the 9735 event to the relays indicated in the 9734 relays
if the receiving user is not connected to those relays they might not see the zap
some relays pull zaps (ehem, mine) from other relays to get a better view