Add information about key clashes to conversations docs

As discussed in the [group chat](https://t.me/grammyjs/296892)

Review the conversations documentation and the linked group-chat discussion at https://t.me/grammyjs/296892 to determine which key-clash information is intended. Done means the relevant conversations docs explain key clashes clearly and reflect the agreed guidance; the issue does not identify a specific file or test.

Written by the indexing model from the issue text.