Regarding the waste and inefficiency, that's a valid concern. I imagine that's a problem that could be solved though by being smart about what you ask for from relays.

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No smartness can compensate missing events that are supposed to be there.

Missing data shouldn't be consuming huge amounts of your data plan though, which I though was the issue.

Filter requests are massive. And there is always some data. You just don't know how much has been deleted.