I am just guessing here, as I don’t know the insides and I am curious about these things too.

I assume that censoring in a specific relay is perfectly possible as the notes are public and I relays can probably implement any kind of filter they want and decide which note to keep.

About how notes get distributed around the nostr network, it’s a mystery to me. I think relays are not connected to each other, so I have no idea how it works.

And finally: of course you can (and should for the reasons above) add multiple relays and your notes will be published on more than one. What I did in the beginning, was look at which relays users that I found interesting were using and add them to my client.