Since there are more and more relays, the chances of someone connected to completely different set of relays than me are getting higher

Is it guaranteed that in such case I wouldn’t see any note of that person? Or there is some other process where relays are getting feeds from other relays?

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For instance I’m now only using 5 relays.. I drop most of my relays just to test

As I understand it, you need to directly have relays that overlap with the people you are communicating with, and the relays do not talk directly to eachother. Someone could do the math on if you are both following 10 random relays out of the 160 existing relays of missing etc

That could lead to massive relays with lot of peoples and smaller or individual private backup.

I just did the math on this, your chances of missing are ~50% at 10 RANDOM relays each.  Adding 10 more decreases it by another 50% to 25%, etc.  This math ignores the fact that in practice many common, large relays bring this number down massively.

It also ignores the fact that as a general rule, the people who you are wanting to communicate with are likely going to be gravitating to the similar virtual space and relays as you.

I was hoping there is some sort of automated routine trying to get feeds from one relay to another. I don’t think it’s easy for me to figure out what relays each people have and which ones should I use to have a decent part of the global feed I’m interested. I’ll try some stuff out, like being connected to just one relay in one client and to another relay on the other and see if I can see the notes from one another

The Nostr protocol was designed without this functionality as a means to enable proper scaling and decentralization.  Some relays will add some mirroring to other relays as they decide to improve their attractiveness etc.