Add warning in docs that custom CAs don't work in private locations

[nerophon]

Issue Description

Currently, it isn't possible to use custom CAs in private locations without following the workarounds discovered in elastic/synthetics#717. This comes as a surprise because it isn't mentioned in our docs.

Proposed Solution

We should note this in the documentation and at least link to the workaround.
Perhaps on this page: https://www.elastic.co/guide/en/observability/current/synthetics-private-location.html.