I assume that messages between users are stored in those SQLite DBs.

Think email. When you send an email and CC five other people as well then seven people now have the same copy of the email stored on their email servers. That is, there’s no central database that contains a single email that is referenced by others.

This is basically how sharding with relational DBs works as well.

This sort of data denormalization is almost a requirement as applications scale and especially for many-to-many applications that have a high write to read ratio.

Low write to read and you can get away with a single master to many slave relational DB architecture for quite astonishing numbers of requests and data!

It's all your posts and replies as a user. While they currently host the only* PDS themselves, the end goal is for every end user to have their own PDS. Inrupt/SOLID calls this concept a "pod".

*(actually they just onboarded a second production PDS yesterday.. progress!)

By messages, do you mean direct messages (private messages between two parties)? Because Bluesky doesn't have those at the moment. There's only public messages broadcast to the world.

Haven't done any research to determine if there are plans for direct messages.