Add warning for custom subdomain in private endpoint requests

Added a warning to clarify the requirements for the endpoint URL specified when sending requests to the private endpoint.

Author: jesweare

articles/ai-services/cognitive-services-virtual-networks.md

@@ -537,6 +537,9 @@ When you create a private endpoint, specify the Azure AI services resource that
 > [!NOTE]
 > Azure OpenAI in Azure AI Foundry Models uses a different private DNS zone and public DNS zone forwarder than other Azure AI services. For the correct zone and forwarder names, see [Azure services DNS zone configuration](/azure/private-link/private-endpoint-dns#azure-services-dns-zone-configuration).
 
+> [!WARNING]
+> Requests from clients to the private endpoint need to specify the [custom subdomain](https://learn.microsoft.com/en-us/azure/ai-services/cognitive-services-custom-subdomains) of your Azure AI services resource as the endpoint base URL. 
+
 Clients on a virtual network that use the private endpoint use the same connection string for the Azure AI services resource as clients connecting to the public endpoint. The exception is the Speech service, which requires a separate endpoint. For more information, see [Use private endpoints with the Speech service](#use-private-endpoints-with-the-speech-service) in this article. DNS resolution automatically routes the connections from the virtual network to the Azure AI services resource over a private link.
 
 By default, Azure creates a [private DNS zone](/azure/dns/private-dns-overview) attached to the virtual network with the necessary updates for the private endpoints. If you use your own DNS server, you might need to make more changes to your DNS configuration. For updates that might be required for private endpoints, see [Apply DNS changes for private endpoints](#apply-dns-changes-for-private-endpoints) in this article.