When thousands of data driven subscriptions are fired in SSRS, they are stored in ReportServer.dbo.Notifications table. Based on the workload of SSRS Service, subscriptions are picked from this table for processing.
This means even if SSRS Server / Windows Service is restarted, any data driven subscriptions initiated (but not actively running) would still be delivered. SSRS Subscription mechanism seems to be robust enough to send (in our case it is SFTP) many thousands of subscriptions without any problem.
That’s pretty good !