Support is seeing many tickets about these errors and warnings.
This adds basic advice about where to find more specific messages
and how to enable logging to find even more details.

The idea behind updating both `application_security/index.md` and
`job_artifacts.md` with almost similar advice is that the latter
is probably the "last resort".

More details and review discussion:
https://gitlab.com/gitlab-org/gitlab/merge_requests/42486