DOCS update - include warning External Nginx vs SeLinux not working out of the box.

What does this MR do?

Change our docs, in order to allow our users to get over an implementation gap.

Related issues

External Nginx doesn't integrate seamlessly on SeLinux (CentOS) hosts.

Author's checklist

• Follow the Documentation Guidelines and Style Guide.
• Ensure that the product tier badge is added to doc's h1.
• Request a review based on the documentation page's metadata and associated Technical Writer.

To avoid having this MR be added to code verification QA issues, don't add these labels: ~"feature", frontend, backend, ~"bug", or database

Review checklist

Documentation-related MRs should be reviewed by a Technical Writer for a non-blocking review, based on Documentation Guidelines and the Style Guide.

• If the content requires it, ensure the information is reviewed by a subject matter expert.
• Technical writer review items:
  • Ensure docs metadata is present and up-to-date.
  • Ensure the appropriate labels are added to this MR.
  • If relevant to this MR, ensure content topic type principles are in use, including:
    • The headings should be something you'd do a Google search for. Instead of Default behavior, say something like Default behavior when you close an issue.
    • The headings (other than the page title) should be active. Instead of Configuring GDK, say something like Configure GDK.
    • Any task steps should be written as a numbered list.
• Review by assigned maintainer, who can always request/require the above reviews. Maintainer's review can occur before or after a technical writer review.
• Ensure a release milestone is set.