docs: clarify cases where streaming don't work (#10451)

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Co-authored-by: Simon H <[email protected]>

Author: rodshtein

documentation/docs/20-core-concepts/20-load.md

@@ -488,7 +488,7 @@ This is useful for creating skeleton loading states, for example:
 </p>
 ```
 
-On platforms that do not support streaming, such as AWS Lambda, responses will be buffered. This means the page will only render once all promises resolve.
+> On platforms that do not support streaming, such as AWS Lambda, responses will be buffered. This means the page will only render once all promises resolve. If you are using a proxy (e.g. NGINX), make sure it does not buffer responses from the proxied server.
 
 > Streaming data will only work when JavaScript is enabled. You should avoid returning nested promises from a universal `load` function if the page is server rendered, as these are _not_ streamed — instead, the promise is recreated when the function reruns in the browser.