[DOCS] Add warning about derived API keys to docs (#62351)

x-pack/docs/en/rest-api/security/create-api-keys.asciidoc

@@ -19,6 +19,10 @@ Creates an API key for access without requiring basic authentication.
 
 * To use this API, you must have at least the `manage_api_key` cluster privilege.
 
+IMPORTANT: If the credential that is used to authenticate this request is
+an API key, the derived API key cannot have any privileges. If you specify privileges, the API returns an error.
+See the note under `role_descriptors`.
+
 [[security-api-create-api-key-desc]]
 ==== {api-description-title}
 
@@ -56,6 +60,15 @@ would be an intersection of API keys permissions and authenticated user's permis
 thereby limiting the access scope for API keys.
 The structure of role descriptor is the same as the request for create role API.
 For more details, see <<security-api-put-role, create or update roles API>>.
++
+--
+NOTE: Due to the way in which this permission intersection is calculated, it is not
+possible to create an API key that is a child of another API key, unless the derived
+key is created without any privileges. In this case, you must explicitly specify a
+role descriptor with no privileges. The derived API key can be used for
+authentication; it will not have authority to call {es} APIs.
+
+--
 
 `expiration`::
 (Optional, string) Expiration time for the API key. By default, API keys never