Add shared membership troubleshooting note

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What does this MR do?

Adds a troubleshooting item to highlight that direct transfer of a top-level group containing shared memberships will create direct members unless the target namespace already contains the necessary membership structure, and links to the issue which seeks to allow full replication of membership structures via direct transfer of a top-level group to a top-level group.

Related issues

#458345

Author's checklist

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Reviewer's checklist

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