Not sure, but afaik they won't.
Discussion
Cheers, it's my assumption as well... but i can't find a straight answer and i get a sense that it might depend on the features of the relay they use, as i imagine nostr:npub186tqtnx8nc502veqkguypvzpm5hq53p69qrl8l0hes9c4k8mzrssfk59su 's answer implies here:
I did a little more research and it looks like I was wrong in assuming there’s a feature that allows relays to talk directly to each other. Instead, I think Alice and Bob need a mutual friend who is subscribed to some of Alice’s relays and some of Bob’s relays and then rebroadcast the note.
well, your "error" was actually helpful, i found this, which makes a lot of sense to me: https://github.com/nostr-protocol/nips/blob/master/65.md
AFAIU, you can advertise your preferred relays, very much like you would your NIP-05, and some clients will look that up. But indeed, relays don't talk to each other, or at least that is my understanding as well. As for a third friend, Charlie, i'm not sure it matters... I'll get to the bottom of this eventually! Thanks for spending a minute on helping me 💜
It appears it is also possible to add a relay list to the static json file that serves for NIP-05, which is useful when running your own or your community's relays. Though the NIP-65 (mailbox) method seems to be preferred.