DOC: Document that bar() errorbars do not support individual coloring

Closes matplotlib#14480.

Author: timhoffm

lib/matplotlib/axes/_axes.py

@@ -2409,9 +2409,18 @@ def bar(self, x, height, width=0.8, bottom=None, *, align="center",
               errors.
             - *None*: No errorbar. (Default)
 
-            See :doc:`/gallery/statistics/errorbar_features` for an example on
+            This is a convenience shortcut for an extra `~.axes.Axes.errorbar`
+            call. See its documentation and
+            :doc:`/gallery/statistics/errorbar_features` for an example on
             the usage of *xerr* and *yerr*.
 
+            Errorbars are not officially supported when bars are
+            individually colored, because the underlying `~.axes.Axes.errorbar`
+            is not designed for individual coloring per data point. It may partly
+            work for certain errorbar settings, but that's an implementation detail
+            that is not guaranteed.  Please use explicit `~.axes.Axes.errorbar`
+            calls for each data point if you need individually colored errorbars.
+
         ecolor : :mpltype:`color` or list of :mpltype:`color`, default: 'black'
             The line color of the errorbars.