docs: emphasize setup-token

docs/concepts/models.md

@@ -111,6 +111,13 @@ JSON includes `auth.oauth` (warn window + profiles) and `auth.providers`
 (effective auth per provider).
 Use `--check` for automation (exit `1` when missing/expired, `2` when expiring).
 
+Preferred Anthropic auth is the Claude CLI setup-token (run on the gateway host):
+
+```bash
+claude setup-token
+clawdbot models status
+```
+
 ## Scanning (OpenRouter free models)
 
 `clawdbot models scan` inspects OpenRouter’s **free model catalog** and can