Warn or raise explicitly for known broken features in V4

[ricardoV94]

• Raise a warning when sampling with a single chain that seeding is not deterministic Seeding not working for single chains #5378 - Fixed by Fix seeding issues in sequential sampling #5377
• Raise an error when trying to use not yet refactored posterior_predictive_w Closed by raise not implemented error for non refactored distributions and functions #5799
• Raise an error when trying to use not yet refactored timeseries distributions - Closed by raise not implemented error for non refactored distributions and functions #5799