DOC: Add note in 1.5.3 about SQLAlchemy warnings (#50680)

Author: mroeschke

doc/source/whatsnew/v1.5.3.rst

@@ -37,6 +37,13 @@ Bug fixes
 
 Other
 ~~~~~
+
+.. note::
+
+    If you are using :meth:`DataFrame.to_sql`, :func:`read_sql`, :func:`read_sql_table`, or :func:`read_sql_query` with SQLAlchemy 1.4.46 or greater,
+    you may see a ``sqlalchemy.exc.RemovedIn20Warning``. These warnings can be safely ignored for the SQLAlchemy 1.4.x releases
+    as pandas works toward compatibility with SQLAlchemy 2.0.
+
 - Reverted deprecation (:issue:`45324`) of behavior of :meth:`Series.__getitem__` and :meth:`Series.__setitem__` slicing with an integer :class:`Index`; this will remain positional (:issue:`49612`)
 -