docs: Clarify that all settings are connection-scoped

- All settings can be passed to Connection.from_config()
- Only thread_safe is read-only after initialization

Co-Authored-By: Claude Opus 4.5 <noreply@anthropic.com>

Author: dimitri-yatsenko

docs/design/thread-safe-mode.md

@@ -25,11 +25,16 @@ export DJ_THREAD_SAFE=true
 
 ### Create Connections
 
+All settings can be passed to `Connection.from_config()`:
+
 ```python
 conn = dj.Connection.from_config(
     host="localhost",
     user="user",
-    password="password"
+    password="password",
+    safemode=False,
+    display_limit=25,
+    # ... any other settings
 )
 schema = dj.Schema("my_schema", connection=conn)
 ```
@@ -44,6 +49,12 @@ schema = dj.Schema("my_schema", connection=conn)
 | `Connection.from_config()` | Works | Works |
 | `Schema(..., connection=conn)` | Works | Works |
 
+## Read-Only Settings
+
+Only `thread_safe` is read-only after initialization. It can only be set via:
+- Environment variable `DJ_THREAD_SAFE`
+- Config file `datajoint.json`
+
 ## Implementation
 
 1. Add `thread_safe: bool = False` field to `Config` with `DJ_THREAD_SAFE` env alias