docs(cloudwatch): document cross-account/cross-region alarm limitatio…

…ns (#26204)

This is in response to an internal ticket where someone indicated that their 2 datapoints cross-account Alarm was not working.

AWS Support responded with the above reasoning.

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*By submitting this pull request, I confirm that my contribution is made under the terms of the Apache-2.0 license*

packages/aws-cdk-lib/aws-cloudwatch/README.md

@@ -274,6 +274,13 @@ The most important properties to set while creating an Alarms are:
 
 To create a cross-account alarm, make sure you have enabled [cross-account functionality](https://docs.aws.amazon.com/AmazonCloudWatch/latest/monitoring/Cross-Account-Cross-Region.html) in CloudWatch. Then, set the `account` property in the `Metric` object either manually or via the `metric.attachTo()` method.
 
+Please note that it is **not possible** to:
+
+- Create a cross-Account alarm that as `evaluationPeriods > 1`. The reason is that the only
+  way to pass an AccountID is to use the [`Metrics` field of the Alarm resource](https://docs.aws.amazon.com/AWSCloudFormation/latest/UserGuide/aws-resource-cloudwatch-alarm.html#cfn-cloudwatch-alarm-metrics). If we use the `Metrics` field, the CloudWatch event that is
+  used to evaluate the Alarm doesn't have a `SampleCount` field anymore ("[When CloudWatch evaluates alarms, periods are aggregated into single data points](https://docs.aws.amazon.com/AmazonCloudWatch/latest/monitoring/Create-alarm-on-metric-math-expression.html)"). The result is that the Alarm cannot evaluate more than 1 period.
+- Create a cross-Region alarm ([source](https://docs.aws.amazon.com/AmazonCloudWatch/latest/monitoring/Cross-Account-Cross-Region.html)).
+
 ### Alarm Actions
 
 To add actions to an alarm, use the integration classes from the