according to https://sitereport.netcraft.com/?url=http://lemmy.world it is hosted in Finland (by its IPv4 address) or in Germany (by its IPv6 address).

Owner of this netblock of addresses is Hetzner Online GmbH, a German Hosting company

all your requests go to your home server. When you search for a community on another server, your home server (in this case lemmy.world) will do the magick behind the scenes: find the right lemmy server, find the right community, grab the core data and show it to you. It will also remember that you are interested in that foreign server/community and will index it locally. Your requests will still go to the local server and it will do its best to pre-cache as much as possible from remote server for you.

How many OPNsense users do we have over here? We need to find something exciting that will attract users to move interactions from both opnsense forums and from reddit.