This paper develops novel and robust central discontinuous Galerkin (CDG) schemes of arbitrarily high-order accuracy for special relativistic magnetohydrodynamics (RMHD) with a general equation of state (EOS). These schemes are provably bound-preserving (BP), meaning they consistently preserve the upper bound for subluminal fluid velocity and the positivity of density and pressure, while also (locally) maintaining the divergence-free (DF) constraint for the magnetic field. For 1D RMHD, the standard CDG method is exactly DF, and its BP property is proven under a condition achievable by the BP limiter. For 2D RMHD, we design provably BP and locally DF CDG schemes based on the suitable discretization of a modified RMHD system, which is the relativistic analogue of Godunov's symmetrizable form of the non-relativistic MHD system (Godunov, 1972 [19]). A key novelty in our schemes is the meticulous discretization of additional source terms in the modified RMHD equations, so as to precisely counteract the influence of divergence errors on the BP property across overlapping meshes. Notably, we provide rigorous proofs of the BP property for our CDG schemes and first establish the theoretical connection between BP and discrete DF properties on overlapping meshes for RMHD. Owing to the absence of explicit expressions for primitive variables in terms of conserved variables, the constraints of physical bounds are strongly nonlinear, making the BP proofs highly nontrivial. We overcome these challenges through technical estimates within the geometric quasilinearization (GQL) framework (Wu and Shu, 2023 [49]), which equivalently converts the nonlinear constraints into linear ones. Furthermore, we introduce a new 2D cell average decomposition on overlapping meshes, which relaxes the theoretical BP CFL constraint and reduces the number of internal nodes, thereby enhancing the efficiency of the 2D BP CDG method. Finally, we implement the proposed CDG schemes for extensive RMHD problems with various EOSs, demonstrating their robustness and effectiveness in challenging scenarios like ultra-relativistic blasts and jets in strongly magnetized environments.