Add note about collocating Redshift cluster and Airbyte server in the…

… same security group (#4490)

Co-authored-by: Abhi Vaidyanatha <abhivaidyanatha@Abhis-MacBook-Pro.local>

docs/integrations/destinations/redshift.md

@@ -40,6 +40,10 @@ You will need to choose an existing database or create a new database that will
 2. Allow connections from Airbyte to your Redshift cluster \(if they exist in separate VPCs\)
 3. A staging S3 bucket with credentials \(for the COPY strategy\).
 
+{% hint style="info" %}
+Even if your Airbyte instance is running on a server in the same VPC as your Redshift cluster, you may need to place them in the **same security group** to allow connections between the two. 
+{% endhint %}
+
 ### Setup guide
 
 #### 1. Make sure your cluster is active and accessible from the machine running Airbyte