Better document synchronicity on event handling

[TheBlueMatt]

We've had a few users be confused by the synchronicity requirements around when events are lost and how to handle them. This is largely a BackgroundProcessor-specific thing, but we should document it both there and in the EventProvider interface.

[tnull]

I think this should be completed by now, as we also added more docs regarding replaying etc in #2995 and follow-ups. Closing.