Affiliated-org limits for change sets
Key Takeaway
A change set can never reach an unrelated org, because deployment connections exist only among a production org and its sandboxes.
A change set moves customizations from one Salesforce org to another, but only across a deployment connection. Even when two orgs have a connection, an administrator in the org that receives the change set must authorize uploads before change sets can move.
Deployment connections limit where change sets can go
A change set can only be sent from one org to another across a deployment connection. You can't create deployment connections between arbitrary orgs. Instead, Salesforce creates connections among all orgs affiliated with a production org: the production org itself and its sandboxes.
For example, imagine a production org with two sandboxes. Salesforce creates a connection between the production org and each sandbox, plus one between the two sandboxes.
The "Deployment Connections" list is filled in automatically with your production org and all its sandboxes. You can deploy between any of these orgs but no other orgs. An org outside this group can't send change sets to these orgs or receive change sets from them.