Warn against multi-database citus clusters
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Description
I have been warned against creating multiple databases in Citus on the Citus Slack channel, and Azure doesnt allow multiple databases being created on the same Citus instance; however there is no mention of the possible implications of doing this on the Citus docs, or when distributing multiple databases on a coordinator.
There should be some safeguards against this depending on the possible consequences; we might have personally encountered several issues unexpectedly due to now knowing of this.
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