Not sure what the “via programming.dev” text means— I think the app you’re using should make that clearer.
But when you browse on your instance (assuming it’s programming.dev— mine too btw! Welcome!), then:
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Subscribed means you see posts on all the communities you’re subscribed to, on your instance and otherwise.
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Local means you see posts from communities on your instance, if you’re subscribed to them or no.
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All means you see posts from all communities that your instance is aware of. Federation doesn’t mean that your instance is aware of all posts on all other instances. Your instance is only aware of communities if at least one person on your instance has subscribed to that community. Make sense?
This leads to some weirdness with using Lemmy if you’re trying to subscribe to a community that no one on your instance has subscribed to yet, because it’ll show a “community not found” error unless you do something specific to trigger your instance to actively look for that instance in the federation universe. I think there’s some improvement in the works for that. Anyways that’s a tangent. Hope this helps!