Well one side is posting notes (push side). In the example the paid proxy relay pushes your note to all the relays on its list.

Your followers now see it. (On there relays they are following you.)

The other side: the pull information from relays depends on the client and the relay u are using.

If I understand it correctly: when u follow a new account then this info get stored on the notes u are connected to in this moment. I think the problem lies in the sharing of the contact lists. But maybe we should ask someone from the devs for this one.