I don't really know what a private relay is or how any of this works. Presumably this message is stored on other people's relays.
Discussion
there are many public relays
and there are some private relays and aggregators
a good private relay will also look at who you follow and reach into their profiles and try to find a network of relays that works for you
ultimately a good client should do that for you as well
But for now the private relays really get the job done
nostr.wine is an example