Note features that are not supported in serverless

[colleenmcginnis]

Description

Add notes to features that are not supported in serverless.

Documentation sets edited in this PR

Check all that apply.

• Stateful (docs/en/observability/*)
• Serverless (docs/en/serverless/*)
• Integrations Developer Guide (docs/en/integrations/*)
• None of the above

Related issue

Closes #4764

Checklist

• Product/Engineering Review
• Writer Review

Follow-up tasks

Select one.

• This PR does not need to be ported to another doc set because:
  • The concepts in this PR only apply to one doc set (serverless or stateful)
  • The PR contains edits to both doc sets (serverless and stateful)
• This PR needs to be ported to another doc set:
  • Port to stateful docs: <link to PR or tracking issue>
  • Port to serverless docs: <link to PR or tracking issue>

cc @chrisdistasio

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