docs: mention possible auth option conflicts

Do not mix HTTP auth options with custom Authorization headers.

Closes #22648

docs/libcurl/opts/CURLOPT_HTTPAUTH.md

@@ -37,6 +37,10 @@ extra network round-trip. Set the actual name and password with the
 CURLOPT_USERPWD(3) option or with the CURLOPT_USERNAME(3) and the
 CURLOPT_PASSWORD(3) options.
 
+Custom `Authorization:` headers set with CURLOPT_HTTPHEADER(3) may interfere
+with and cause unintended side-effects if combined with authentication set
+with CURLOPT_HTTPAUTH(3).
+
 For authentication with a proxy, see CURLOPT_PROXYAUTH(3).
 
 ## CURLAUTH_BASIC

docs/libcurl/opts/CURLOPT_HTTPHEADER.md

@@ -102,6 +102,16 @@ Host: is not sent at all over the wire.
 Tells libcurl the upload is to be done using this chunked encoding instead of
 providing the Content-Length: field in the request.
 
+## Authorization:
+
+Custom `Authorization:` headers may interfere with and cause unintended
+side-effects when combined with authentication set with CURLOPT_HTTPAUTH(3).
+
+## Proxy-Authorization:
+
+Custom `Proxy-Authorization:` headers may interfere with and cause unintended
+side-effects when combined with authentication set with CURLOPT_PROXYAUTH(3).
+
 # SPECIFIC MIME HEADERS
 
 When used to build a MIME email for IMAP or SMTP, the following document-level

docs/libcurl/opts/CURLOPT_PROXYAUTH.md

@@ -40,6 +40,10 @@ option.
 The bitmask can be constructed by the bits listed and described in the
 CURLOPT_HTTPAUTH(3) man page.
 
+Custom `Proxy-Authorization:` headers set with CURLOPT_PROXYHEADER(3) may
+interfere with and cause unintended side-effects if combined with
+authentication set with CURLOPT_PROXYAUTH(3).
+
 # DEFAULT
 
 CURLAUTH_BASIC