Add notice about hooks invocation during GC

Author: tustanivsky

docs/platforms/unreal/configuration/options.mdx

@@ -93,6 +93,8 @@ The support for screenshot attachment on crash events is limited to Windows and
 
 These options can be used to hook the SDK in various ways to customize the reporting of events.
 
+The callbacks you set as hooks will be called on the thread where the event happened. If the event occurs on a non-game thread during garbage collection the callback will not be invoked.
+
 <ConfigKey name="before-send">
 
 This function is called with an SDK-specific message or error event object, and can return a modified event object, or `null` to skip reporting the event. This can be used, for instance, for manual PII stripping before sending.