If interested in understanding this topic in detail, https://whtwnd.com/bnewbold.net has information on running your own relay network, migrating data, etc as it relates to Bluesky and AT Proto. Work continues to enable data migration, portability, alternate relay networks, etc. https://whtwnd.com/bnewbold.net/3lbvbtqrg5t2t is particularly relevant.

(blog author works at bluesky, no affiliation personally)