add safe guards and warnings when requesting more then 10k entries

[e-kotov]

For NUTS 3 regios there are about 1200, so I think 10k is a good limit

Right, that makes sense. Then this actually has more to do with the fact that ideally a user working via API or the package should not be requesting the data with insufficient filters #174

Originally posted by @e-kotov in #173

also related to #1

The user should not be able to get the data with insufficient filters #2 and therefore should never be hitting the 10k API limit as discussed here OxfordDemSci/Mapineq#173