Document how content.proxy can have a delay

Closes #5557

doc/help/settings.asciidoc

@@ -2450,6 +2450,7 @@ Default: +pass:[false]+
 === content.proxy
 Proxy to use.
 In addition to the listed values, you can use a `socks://...` or `http://...` URL.
+Note that with QtWebEngine, it will take a couple of seconds until the change is applied, if this value is changed at runtime.
 
 Type: <<types,Proxy>>
 

qutebrowser/config/configdata.yml

@@ -823,6 +823,9 @@ content.proxy:
     In addition to the listed values, you can use a `socks://...` or
     `http://...` URL.
 
+    Note that with QtWebEngine, it will take a couple of seconds until the
+    change is applied, if this value is changed at runtime.
+
 content.proxy_dns_requests:
   default: true
   type: Bool