Document WMCO proxy limitation

Author: mburke5678

windows_containers/enabling-windows-container-workloads.adoc

@@ -26,6 +26,11 @@ Dual NIC is not supported on WMCO-managed Windows instances.
 
 * You are running an {product-title} cluster version 4.6.8 or later.
 
+[NOTE]
+====
+The WMCO is not supported in clusters that use a xref:../networking/enable-cluster-wide-proxy.html[cluster-wide proxy] because the WMCO is not able to route traffic through the proxy connection for the workloads.
+====
+
 [role="_additional-resources"]
 .Additional resources
 //* For the comprehensive prerequisites for the Windows Machine Config Operator, see xref:../windows_containers/understanding-windows-container-workloads.adoc#wmco-prerequisites_understanding-windows-container-workloads[Understanding Windows container workloads].

windows_containers/scheduling-windows-workloads.adoc

@@ -8,6 +8,11 @@ toc::[]
 
 You can schedule Windows workloads to Windows compute nodes.
 
+[NOTE]
+====
+The WMCO is not supported in clusters that use a xref:../networking/enable-cluster-wide-proxy.html[cluster-wide proxy] because the WMCO is not able to route traffic through the proxy connection for the workloads.
+====
+
 [discrete]
 == Prerequisites