Active radar missiles, or at the very least Scythes, can track their target with no line of sight or radar detection. I made a quick test scenario in which a missile is launched at the player right at the start, while the player's jet is going for cover. Not only the player gets no ARH warning, when they get out of cover the missile is only ~3 km away, making it impossible to evade in most cases.
Still unsure if this is a bug, but it does make flying low, the most basic counterplay, actually work for the attacker. Other types of missiles, including SARH, don't do this as far as I'm aware.
Here is the scenario : https://steamcommunity.com/sharedfiles/filedetails/?id=3601391253
I reported this on the steam forums before I was aware there was a bug report section here. Here is some more discussion about it : https://steamcommunity.com/app/2168680/discussions/0/670600125430805150/
I looked around but didn't see this reported. Normally, the ARH warning goes off at around 10 km away from the missile. But sometimes the warning starts when the missile is only 3 km away or less, despite being launched from a longer range, making it impossible to evade it unless already in notching angle. It occurs randomly about 1-2 out of 10 ...