I mean relay

If they could connect direct to each other bypassing nostr or public relays sure. There's some other strategies to consider - participants (A, B) could make new ephemeral keys (Ae, Be) for communicating and exchange that information in a normal direct DM. This still shows correlation between those new key sets, but can obscure who is talking to who if there's enough traffic otherwise. - an initiator (A) could send a DM to an intermediate recipient (I) to facilitate passing ephemeral pubkey (Ae) in nested encrypted messages the intermediary itself can't read. The intermediary is effectively a remailer, forwarding the nested encrypted message from A to B, and B then creates a new key (Be) to initiate message back to (Ae) The intermediary represents a central weakpoint though and if compromised would reveal to the compromiser that A is talking to B, but it's better than it being directly obvious - taking the above this could be chained through multiple remailer intermediaries. That's similar to what things like Tor and SimpleX do, just slower, and the initiator is setting up the path from the beginning. We need to learn from past approaches to remailera in the physical and digital world, and wrapping encrypted messages.