[Page Shield] Add note about required CSP directives (#21187)

Author: pedrosousa

src/content/docs/page-shield/policies/index.mdx

@@ -19,6 +19,10 @@ Create [allow policies](#policy-actions) to define a positive security model, al
 
 A policy can control both resources monitored by Page Shield, such as scripts and their connections, and other types of resources. Refer to [Supported CSP directives](/page-shield/policies/csp-directives/) for details.
 
+:::note
+Third-party service providers may require specific CSP directives. Refer to your provider's documentation for more information on the CSP directives you need to include in your policy.
+:::
+
 ## Policy actions
 
 A policy can perform one of the following actions: