Improve awareness of the importance of configuring a third party consent plugin

## Bug Description

As consent mode will result in EEA and UK visitors not being measured, consider highlighting the need to install and configure a third party consent plugin, more so than we're doing at present.

Below you'll see the grey box that does already highlight users should install and configure a third party plugin. Consider making this more prominent, or improving awareness more than we're doing at present.


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## Acceptance criteria

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## Implementation Brief

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### Test Coverage

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## QA Brief

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## Changelog entry

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The issue names no files, entry points, or tests; begin by locating the existing grey-box notice for consent mode and reviewing how it is shown to users. Clarify the desired prominence with maintainers, then verify the updated awareness messaging for EEA and UK visitors and add coverage where the project’s existing UI tests require it.

Written by the indexing model from the issue text.