Add compliance pipeline limitation

What does this MR do and why?

Adds the limitation around compliance pipelines and custom project pipeline configurations to the docs. Initial investigation here Pipeline fails when project includes another pr... (#393596 - closed) current discussion here Backend: Running a pipeline in a project with a... (#393960)

How to set up and validate locally

Numbered steps to set up and validate the change are strongly suggested.

MR acceptance checklist

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