Limitations of method and evaluation
Since the limitations you describe are related to the coverage of the scenarios, I would describe them in the "simulated scenarios" section. If you really have a lot of content about these limitations, then it deserves its own section in the method chapter.

Then in the discussion part you can mention them again if relevant, e.g. "it's possible that results would differ if..." with a ref to the method chapter.

Traditionally the conclusion is a summary of your findings and a description of further work. If relevant you could mention "cover more scenarios" in the latter, but that's not where the explanations about the limitations should be.