Concat/append doesn't sort warning should give location of issue

I'm upgrading pandas, and am now experiencing the "concat doesn't sort" warning. The problem is that the warning doesn't say where the issue that it's complaining about is, so it's impossible to take the action that it suggests. 

The warning also doesn't mention that "append" is also affected. 

Basically, I have a large body of code, and it calls append and concat a lot, but almost all of the time, it's using List.append, or some other concat. So, the only way to deal with the warning is to do a global search for "append" and carefully look at each line to determine if it's appending to a DF or a list. Just saying the file/line number that is causing the warning, like other warnings, would make this much easier.
