relays exchange notes between each other

when they do each relay has a setting informing them what she timeframe they would accept

if you start a new relay today and setup all notes from Jan1 allowed it will be slowly pulled from other relays with given setting and anything posted before will be rejected

some relays store a lot of messages or most some limit via nips and time of posting to reduce the size of all messages

txt messages are easy to store for years to come but media files are very challenging, terabytes can be compressed but still large ssd drives cost a lot on vps

so just because you connected to a given relay it doesn't mean it's stored there when you post 10mb file

there are solutions like media file servers , Bloom protocol and other that help with the burden foe the operators but imho the cost of storage is the key to this

clients like amethyst allow to post using specific media servers so it can stay there even if you remove all relays and connect to your own relay

for the best control start your own relay on device like start9 hosted by yourself or start your own and host it on virtual private server, for your own messages it may work with 2gb ram, for public open you need min 4gb ideally 8gb ram