[Cookbook][Custom Authentication Provider] add a note of warning for when forbidding anonymous users

                                       
| Q             | A                   |
| ---           | ---                 |
| Doc fix?      | yes                 |
| New docs?     | no                  |
| Applies to    | 2.3+                |
| Fixed tickets | #3212               |
| License       | CC-ASA 3.0 Unported |
                                       

 Sent using [Gush](https://github.com/cordoval/gush)