When is a city besides the holy city going to pressure himself and other cities.
A city must have converted to a religion to apply pressure to other cities. Cities never pressure themselves (except for the bonus pressure you get in a holy city).
Does there have to be a traderoute or road between your holy city and other cities to pressure and how does this work over water? Last question: what's the maximum distance between cities to "get pressured".
Trade routes, open border, etc don't make any difference in the pressure system. By default any city with a majority religion will pressure all other cities within a 10 tile radius (13 tile radius with Itinerant Preachers).
On standard speed each city provides +6 pressure to its neighbors. With Religious Texts this increases to +8 (+10 after Printing Press). A holy city always has an innate +30 pressure on itself only.
Fun facts:
On a land map you can pack at most 24 cities within a 10 tile radius and 39 cities within a 13 tile radius of a center city. This means the maximum possible pressure without enhancers on the center city is:
* +144 without enhancers
* +192 with Religious Texts before Printing Press
* +240 with Religious Texts after Printing Press
* +234 with Itinerant Preachers
* +390 with both (only possible as Byzantium)
(add +30 to any of the above if the center city is the holy city)