Add troubleshooting section

doc/user/application_security/api_fuzzing/index.md

@@ -1143,6 +1143,22 @@ Profiles:
               UnicodeFuzzing: true
 ```
 
+## Troubleshooting
+
+### Failed to start scanner session (version header not found)
+
+The API Fuzzing engine outputs an error message when it cannot establish a connection with the scanner application component. The error message is shown in the job output window of the `apifuzzer_fuzz` job. A common cause of this issue is changing the `FUZZAPI_API` variable from its default.
+
+**Error message**
+
+- In [GitLab 13.11 and later](https://gitlab.com/gitlab-org/gitlab/-/issues/323939), `Failed to start scanner session (version header not found).`
+- In GitLab 13.10 and earlier, `API Security version header not found.  Are you sure that you are connecting to the API Security server?`.
+
+**Solution** 
+
+- Remove the `FUZZAPI_API` variable from the `.gitlab-ci.yml` file. The value will be inherited from the API Fuzzing CI/CD template. We recommend this method instead of manually setting a value.
+- If removing the variable is not possible, check to see if this value has changed in the latest version of the [API Fuzzing CI/CD template](https://gitlab.com/gitlab-org/gitlab/blob/master/lib/gitlab/ci/templates/Security/API-Fuzzing.gitlab-ci.yml). If so, update the value in the `.gitlab-ci.yml` file.
+
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 ### Target Container