Update diagnostic-settings.md

Proposing moving a warning that was added to the docs page below because of a know issue.

https://learn.microsoft.com/en-us/previous-versions/azure/azure-monitor/app/export-telemetry#diagnostic-settings-based-export

That page is inside the older versions of our App Insights docs and I think this doc is a better location for it to be easily found by customers.

Author: didiergbenou-ms

articles/azure-monitor/essentials/diagnostic-settings.md

@@ -136,6 +136,13 @@ The following table provides unique requirements for each destination including
 | Event Hubs | The shared access policy for the namespace defines the permissions that the streaming mechanism has. Streaming to Event Hubs requires Manage, Send, and Listen permissions. To update the diagnostic setting to include streaming, you must have the ListKey permission on that Event Hubs authorization rule.<br><br>The event hub namespace needs to be in the same region as the resource being monitored if the resource is regional. <br><br> Diagnostic settings can't access Event Hubs resources when virtual networks are enabled. You must enable **Allow trusted Microsoft services** to bypass this firewall setting in Event Hubs so that the Azure Monitor diagnostic settings service is granted access to your Event Hubs resources.|
 | Partner integrations | The solutions vary by partner. Check the [Azure Monitor partner integrations documentation](../../partner-solutions/overview.md) for details.
 
+> [!CAUTION]
+> If you want to store diagnostic logs in a Log Analytics workspace, there are two points to consider to avoid seeing duplicate data in Application Insights:
+> * The destination can't be the same Log Analytics workspace that your Application Insights resource is based on.
+> * The Application Insights user can't have access to both workspaces. Set the Log Analytics access control mode to Requires workspace permissions. Through Azure role-based access control, ensure the user only has access to the Log Analytics workspace the Application Insights resource is based on.
+>
+> These steps are necessary because Application Insights accesses telemetry across Application Insight resources, including Log Analytics workspaces, to provide complete end-to-end transaction operations and accurate application maps. Because diagnostic logs use the same table names, duplicate telemetry can be displayed if the user has access to multiple resources that contain the same data.
+
 ## Controlling costs
 
 There is a cost for collecting data in a Log Analytics workspace, so you should only collect the categories you require for each service. The data volume for resource logs varies significantly between services,