In my opinion, this is not the way to do this. There is no value in connecting to all the relays that a user have specified, one at minimum, maximum 3.

"Don't miss any post", well if the user is not using a client that ensures their content is on all their relays, why are they even using multiple relays? The reality is that connecting to a single relay, is enough to get the content you need from each specific account.

What is the scenario where1000 connections is ever needed?

The "home feeds", those needs a limited set of content, the Nostr client can connect to a few selected users and grab their latest posts and render that to the user. You don't need to connect to all following and grab events, that makes no sense and will return more content than most people can consume.