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 Since 99.9% of people are normal and won't follow that many people it's probably ok to not optimize for the weird behavior. If there is one special client that is capable of following >2000 people without trouble then you'll have to use that since you are the special case. Do you agree?

Also I think it's perfectly fair for relays to reject such giant lists of followers, but doesn't prevent you from keeping your follow list stored locally and still follow everybody, just not share that information with the world. https://github.com/mikedilger/gossip (and probably Nostur?) does allow for that. 
 Thank you for making me feel special! But I don't think 2000 is really such an extraordinary number?

I'm familiar with the underlying logistics, and jamming everything in a single REQ will currently blow stuff up. In an age of multi megabyte websites and gigabyte photo's, 2000 keys is a really tiny number. The array itself is ~160kb JSON. Even for a phone that's peanuts, let alone for a server. AFAIK most relay implementation bumped their max list size a while ago, but that obviously isn't the only issue here.

I never got gossip to work, as I couldn't get it to pick up my follows as well, even when it was smaller. But should indeed try it again.