Lagrange points are found near any couple of large bodies. They are points where a smaller object will maintain its position relative to the large orbiting bodies.

The Chinese relay satellite is orbiting the L2 point of the Earth-Moon system. That is beyond the Moon on a line which goes from Earth to Moon. Hence, this L2 point orbits the Earth like the Moon does, and the whole system orbits the Sun as well.

Now if the spacecraft would be exactly at that point, the Moon would be blocking communications between the probe and Earth antennas. So instead, it follows a halo orbit which is quite stable around that point, but goes over the Moon horizon so that there is always a direct line of sight between Earth and the spacecraft.

Not a stupid question at all !