Having one prometheus server writing to thousands of different remote write 
endpoints doesn't sound like a sensible way to work.

Maybe you want a proper multi-tenant solution, like Cortex 
<https://cortexmetrics.io/>, or the cluster/multi-tenant version of 
VictoriaMetrics 
<https://victoriametrics.github.io/Cluster-VictoriaMetrics.html>.

A simpler option would be a separate prometheus instance per tenant doing 
the scraping. Even more lightweight, look at the vmagent 
<https://victoriametrics.github.io/vmagent.html> part of VictoriaMetrics, 
which can be used for scraping and remote write without a local TSDB.

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