Show warnings in query frontend

CHANGELOG.md

@@ -22,6 +22,7 @@ We use *breaking :warning:* to mark changes that are not backward compatible (re
 - [#7244](https://github.com/thanos-io/thanos/pull/7244) Query: Fix Internal Server Error unknown targetHealth: "unknown" when trying to open the targets page.
 - [#7248](https://github.com/thanos-io/thanos/pull/7248) Receive: Fix RemoteWriteAsync was sequentially executed causing high latency in the ingestion path.
 - [#7271](https://github.com/thanos-io/thanos/pull/7271) Query: fixing dedup iterator when working on mixed sample types.
+- [#7289](https://github.com/thanos-io/thanos/pull/7289) Query Frontend: show warnings from downstream queries.
 
 ### Added
 

internal/cortex/querier/queryrange/query_range.go

@@ -260,13 +260,17 @@ func (prometheusCodec) MergeResponse(_ Request, responses ...Response) (Response
 	// Merge the responses.
 	sort.Sort(byFirstTime(promResponses))
 
-	analyzes := make([]*Analysis, 0, len(responses))
+	var (
+		analyzes          = make([]*Analysis, 0, len(responses))
+		warnings []string = nil
+	)
 	for i := range promResponses {
-		if promResponses[i].Data.GetAnalysis() == nil {
-			continue
+		if promResponses[i].Data.GetAnalysis() != nil {
+			analyzes = append(analyzes, promResponses[i].Data.GetAnalysis())
+		}
+		if len(promResponses[i].Warnings) > 0 {
+			warnings = append(warnings, promResponses[i].Warnings...)
 		}
-
-		analyzes = append(analyzes, promResponses[i].Data.GetAnalysis())
 	}
 
 	response := PrometheusResponse{
@@ -277,6 +281,7 @@ func (prometheusCodec) MergeResponse(_ Request, responses ...Response) (Response
 			Stats:      StatsMerge(responses),
 			Analysis:   AnalyzesMerge(analyzes...),
 		},
+		Warnings: warnings,
 	}
 
 	if len(resultsCacheGenNumberHeaderValues) != 0 {