Document a common failure case with Kerberos SPNEGO authentication

What does this MR do?

Adds documentation covering a common failure case with Kerberos SPNEGO authentication

Are there points in the code the reviewer needs to double check?

Why was this MR needed?

This is hard to debug and comes up in support requests from time to time

Screenshots (if relevant)

Does this MR meet the acceptance criteria?

• Changelog entry added, if necessary
• Documentation created/updated
• API support added
• Tests
  • Added for this feature/bug
  • All builds are passing
• Conform by the merge request performance guides
• Conform by the style guides
• Branch has no merge conflicts with master (if it does - rebase it please)
• Squashed related commits together

What are the relevant issue numbers?

Closes #2266 (closed)