The BBC reports that pilot Major Dean Eckmann gets a message as he’s flying from Langley, Virginia. “They said—all airplanes, if you come within (I believe it was) 30 miles of Washington, D.C., you will be shot down.”
[BBC, 9/1/2002] It’s not clear who “they” are and what authority they have. However, fighters are not actually given shootdown orders until later, if at all.