The migration tool automatically moves your followers. It's a bit janky, it took an hour or two for it do its thing for me (there must be some batch component, I dunno). I don't know how it works between banned instances, or what your options are for when a server goes down fully.

But all the of the follower/following data is available via CSV export any time, too. And there's obviously an open API as well.

And honestly, you could also just run your own server if you're that concerned.