In Amethyst: Swipe from left to right to reveal a side panel, you can see the relays there.

In Snort: Click on your icon in the top right, then Edit Profile, then Account, then Relays.

In Primal: TBD - they said it's coming soon.

Also note: There is a difference between the relays your client uses to fetch notes from and the relays added in your profile.

For instance, my own profile only has like 5 relays listed, which are my main ones and include my personal one. Meanwhile, my Amethyst and other clients pull from ~10 relays for new data. The relays stored in your profile are basically "hints where you are", whilst relays set in your client is a list of sources for things you see.