add a note to the user guide

user_guide_src/source/outgoing/response.rst

@@ -57,6 +57,10 @@ which can be either a string or an array of values that will be combined correct
 Using these functions instead of using the native PHP functions allows you to ensure that no headers are sent
 prematurely, causing errors, and makes testing possible.
 
+.. important:: Since v4.6.0, if you set a header using PHP's native ``header()``
+    function and then use the ``Response`` class to set the same header, the
+    previous one will be overwritten.
+
 .. note:: This method just sets headers to the response instance. So, if you create
     and return another response instance (e.g., if you call :php:func:`redirect()`),
     the headers set here will not be sent automatically.