add note about elastic-agent-complete (#4288)

Author: colleenmcginnis

docs/en/serverless/synthetics/synthetics-private-location.mdx

@@ -81,6 +81,10 @@ For monitors running on ((private-location))s, you _must_ use the `elastic-agent
 Docker image to create a self-hosted ((agent)) node. The standard ((ecloud)) or self-hosted
 ((agent)) will not work.
 
+<DocCallOut color="warning" title="Important">
+  The `elastic-agent-complete` Docker image is the only way to have all available options that you see in the UI.
+</DocCallOut>
+
 <DocIf condition={ "((release-state))" === "unreleased" }>
 
 Version ((version)) has not yet been released.