Nostr should be designed in such a way that you can do exclusive relays just for yourself and people replying to you too. Similarly, when I follow you my client should automatically connect to your exclusive relays to be sure to get the latest messages without any chance of censorship.
Discussion
That is already how Nostr is supposed to work. You can associate a particular relay with your npub. I don't know to what extent clients actually try to connect to that specified relay.
I believe it's currently only Gossip (Rust client), that work like that.
Yes, the former part kinda works. The problem is the later doesn't happen.
It’s quite ambiguous how relays should be used in this regards.
That’s certainly not how most clients do things right now.
I’d like to also point that it is exactly how RSS works.
Each blogger has one url for their feed which can be hosted in any platform or in your own server, and people can read all their blogs on the same reader app of their choice