Yes, NIP-04 DMs, only the recipient can read the DM. relay holders (and everyone else) can see who you’re messaging through. 

 Unless your using a client that supports and uses NIP-44 for DMs then no one can see who you're messaging. 

 One more question. Using Primal exclusively now. However, it appears to keep purging all of my Follows. It's happened 4x. Is this a client issue or something that could be manipulated in the protocol by a node?  

 For instance it just purged you, who I followed since day 1. I just re-followed. Will be removed in a day or so.  

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 DM content is encrypted. If you want your DM metadata to be private too, you'll need to use a client that supports that such as Amethyst, Snort, Iris, or Coracle. 

 Word. Folks would be disappointed with my selfie nooods anyways. :)