I recently added some ceiling lights and had to tap into an existing junction box that had a 3 wire multiwire branch circuit run to it. This is a kitchen GFCI receptacle. The red wire is on a breaker that runs to the dishwasher/garbage disposal. The black wire fed the GFCI (all share neutral and ground). I pigtailed off the black to feed power to the lights. My question is should all neutrals be pigtailed - including the one run from the GFCI to the downstream outlet (GFCI protected)? Does the attached diagram look correct? Should the neutral going to the GFCI protected outlet (off the GFCI) be pigtailed with the rest? I excluded the ground wires from the diagram - they are all pigtailed together.
No, do not join all of the neutrals. The GFCI load terminals need the neutral to remain separate. Your diagram is correct in that respect.
However, kitchen outlets must be dedicated; the circuit may not be shared with lighting as you have in your diagram. This is almost certainly a code violation in any jurisdiction.