Docs: Advise about incompatible artifact upload settings

doc/administration/job_artifacts.md

@@ -583,3 +583,21 @@ If you need to manually remove **all** job artifacts associated with multiple jo
    - `7.days.ago`
    - `3.months.ago`
    - `1.year.ago`
+
+### Error `Downloading artifacts from coordinator... not found`
+
+When a job tries to download artifacts from an earlier job, you might receive an error similar to:
+
+```plaintext
+Downloading artifacts from coordinator... not found  id=12345678 responseStatus=404 Not Found
+```
+
+This might be caused by a `gitlab.rb` file with the following configuration:
+
+```ruby
+gitlab_rails['artifacts_object_store_background_upload'] = false
+gitlab_rails['artifacts_object_store_direct_upload'] = true
+```
+
+To prevent this, comment out or remove those lines, or switch to their [default values](https://gitlab.com/gitlab-org/omnibus-gitlab/blob/master/files/gitlab-config-template/gitlab.rb.template),
+then run `sudo gitlab-ctl reconfigure`.