Issue warning when using jdk HttpUrlConnector

Dear all,

when HttpUrlConnector is used (which is the default), large files will cause a OutOfMemoryError despite using streams.
I dug around and found this issue to be the cause: https://github.com/eclipse-ee4j/jersey/issues/2296

Summary: Because of failing tests and no one filing a bug against openjdk, chunked (default) is deactivated and replaced by "buffered" when using `HttpUrlConnector`.
Well, I tried to upload some large files and got an OOM. I think it might be wise to document this and to issue a warning in the logs, so the devs do know that this might be the underlying problem.

RestEasy on the other hand uses httpclient by default.

Tasks:
* Implement a warning before each upload of (possibly) larger entities, unless configured deactivated.
* Update documentation to include a warning.

Thanks!