Improve concurrent-related messages and docs

What does this MR do?

1. Links concurrent doc to custom_build_dir section, as those settings are interacting
2. Updates 2 log() messages to include helpful further hints.

Why was this MR needed?

Due to ZD 580926 I looked into the reasons for error=exit code 128 events, and found our code comments, Debug/Fatallns output and docs a bit disparate. Does it make sense to make the latter more verbose?

What's the best way to test this MR?

Neither Debug/Fatallns have unit tests, so creating such an unsupported configuration, and checking the log output would be needed.

What are the relevant issue numbers?

• Unclear runner status warning (#2107 - closed)
• Limit number of concurrent requests to builds/r... (!518 - merged)

Both are simply the source of those message strings, though, not anything that prompted this MR specifically