[Website]: Discourage/Warn of no official support of running EDOT SDKs with other Agents (e.g. Elastic APM) on the same application

[lucabelluccini]

Type of issue

Missing information

What documentation page is affected

https://www.elastic.co/docs/reference/opentelemetry/edot-sdks/

What happened?

We should mention that EDOT SDKs in general should not be used at the same time with other APM Agents (by Elastic or other vendors).

In the Elastic APM Java Agent we have a disclaimer at https://www.elastic.co/guide/en/apm/agent/java/current/trouble-shooting.html#trouble-shooting-additional-agent, but it would be interesting to have the same on EDOT SDKs.

Maybe mention it once in the general EDOT SDK pages and include the same on each EDOT SDK in the "setup" page.

Additional info

No response

[theletterf]

@alexandra5000 Could you take this one? The callout could be added to all SDKs in the troubleshooting sections.