This file is indexed.

/usr/sbin/ephemeral-disk-warning is in walinuxagent 2.2.32-0ubuntu1~16.04.2.

This file is owned by root:root, with mode 0o755.

The actual contents of the file can be viewed below.

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#!/bin/sh
dev_resource=$(readlink -f /dev/disk/azure/resource-part1)
dev_resource_mp=$(awk '$1==R {print$2}' "R=${dev_resource}" /proc/mounts)
warn_file="${dev_resource_mp}/DATALOSS_WARNING_README.txt"

if [ ! -f "${warn_file}" ]; then
    cat > ${warn_file} <<EOM
WARNING: THIS IS A TEMPORARY DISK.

Any data stored on this drive is SUBJECT TO LOSS and THERE IS NO WAY TO
RECOVER IT.

Please do not use this disk for storing any personal or application data.

For additional details to please refer to the MSDN documentation at:
http://msdn.microsoft.com/en-us/library/windowsazure/jj672979.aspx

To remove this warning run:
    sudo chattr -i $warn_file
    sudo rm $warn_file

This warning is written each boot; to disable it:
    echo "manual" | sudo tee /etc/init/ephemeral-disk-warning.override
    sudo systemctl disable ephemeral-disk-warning.service

EOM

    chmod 0444 ${warn_file}
    chattr +i ${warn_file}
    logger "Added ephemeral disk warning to ${warn_file}"
fi