doc: Add note regarding ZMQ block notification

Author: promag

Diff for: doc/zmq.md

@@ -111,7 +111,9 @@ using other means such as firewalling.
 
 Note that when the block chain tip changes, a reorganisation may occur
 and just the tip will be notified. It is up to the subscriber to
-retrieve the chain from the last known block to the new tip.
+retrieve the chain from the last known block to the new tip. Also note
+that no notification occurs if the tip was in the active chain - this
+is the case after calling invalidateblock RPC.
 
 There are several possibilities that ZMQ notification can get lost
 during transmission depending on the communication type you are