Document and communicate "Execute migrations in milestone order"

The following discussion from !137190 (merged) should be addressed:

• @krasio started a discussion: (+7 comments)

  @jon_jenkins With all the testing from #414014 (comment 1866528615) completed, I think we can move forward. Approving for database. Thank you for all the work on this one.

  Can you please update the commits and add a changelog entry, I think this change needs one - https://docs.gitlab.com/ee/development/changelog.html.

  @mkozono can you please do the backend review for this one? I'll also ping some people that may be interested in this one:

  • @mayra-cabrera for groupdelivery
  • @WarheadsSE for groupdistribution
  • @bprescott_ for Support

  One open question - should we document this new behavior? Where is the best place for this? 🤔

  /cc @alexives @nhxnguyen