[DOCS] Final pipelines may not change target index (#76997)

docs/reference/index-modules.asciidoc

@@ -327,11 +327,14 @@ Defaults to `*`, which matches all fields eligible for
 
 [[index-final-pipeline]]
  `index.final_pipeline`::
-    The final <<ingest,ingest node>> pipeline for this index. Index requests
-    will fail if the final pipeline is set and the pipeline does not exist.
-    The final pipeline always runs after the request pipeline (if specified) and
-    the default pipeline (if it exists). The special pipeline name `_none`
-    indicates no ingest pipeline will run.
+The final <<ingest,ingest node>> pipeline for this index. Indexing requests
+will fail if the final pipeline is set and the pipeline does not exist.
+The final pipeline always runs after the request pipeline (if specified) and
+the default pipeline (if it exists). The special pipeline name `_none`
+indicates no ingest pipeline will run.
++
+NOTE: You can't use a final pipelines to change the `_index` field. If the
+pipeline attempts to change the `_index` field, the indexing request will fail.
 
 [[index-mapping-dimension-fields-limit]]
 `index.mapping.dimension_fields.limit`::