Show warnings in query frontend (thanos-io#7289)

* Show warnings in query frontend

QFE currently does not parse warnings from downstream queriers.
This commit fixes that by adding the field to proto messages and
modifies the merge function to take warnings into account.

Signed-off-by: Filip Petkovski <filip.petkovsky@gmail.com>

* Add CHANGELOG entry

Signed-off-by: Filip Petkovski <filip.petkovsky@gmail.com>

* Omit empty warnings

Signed-off-by: Filip Petkovski <filip.petkovsky@gmail.com>

---------

Signed-off-by: Filip Petkovski <filip.petkovsky@gmail.com>

CHANGELOG.md

@@ -22,6 +22,7 @@ We use *breaking :warning:* to mark changes that are not backward compatible (re
 - [#7244](https://github.com/thanos-io/thanos/pull/7244) Query: Fix Internal Server Error unknown targetHealth: "unknown" when trying to open the targets page.
 - [#7248](https://github.com/thanos-io/thanos/pull/7248) Receive: Fix RemoteWriteAsync was sequentially executed causing high latency in the ingestion path.
 - [#7271](https://github.com/thanos-io/thanos/pull/7271) Query: fixing dedup iterator when working on mixed sample types.
+- [#7289](https://github.com/thanos-io/thanos/pull/7289) Query Frontend: show warnings from downstream queries.
 
 ### Added
 

internal/cortex/querier/queryrange/query_range.go

@@ -260,13 +260,17 @@ func (prometheusCodec) MergeResponse(_ Request, responses ...Response) (Response
 	// Merge the responses.
 	sort.Sort(byFirstTime(promResponses))
 
-	analyzes := make([]*Analysis, 0, len(responses))
+	var (
+		analyzes          = make([]*Analysis, 0, len(responses))
+		warnings []string = nil
+	)
 	for i := range promResponses {
-		if promResponses[i].Data.GetAnalysis() == nil {
-			continue
+		if promResponses[i].Data.GetAnalysis() != nil {
+			analyzes = append(analyzes, promResponses[i].Data.GetAnalysis())
+		}
+		if len(promResponses[i].Warnings) > 0 {
+			warnings = append(warnings, promResponses[i].Warnings...)
 		}
-
-		analyzes = append(analyzes, promResponses[i].Data.GetAnalysis())
 	}
 
 	response := PrometheusResponse{
@@ -277,6 +281,7 @@ func (prometheusCodec) MergeResponse(_ Request, responses ...Response) (Response
 			Stats:      StatsMerge(responses),
 			Analysis:   AnalyzesMerge(analyzes...),
 		},
+		Warnings: warnings,
 	}
 	response.Headers = QueryBytesFetchedPrometheusResponseHeaders(responses...)
 	if len(resultsCacheGenNumberHeaderValues) != 0 {