Hmm. "Crossover" tells us that accidentally keeping your warp field active inside the wormhole is the thing that throws you out of the continuum and into the mercies of evil lesbians. And the accident involves failure of the apparent standard procedure of dropping down to impulse before entry, so probably our heroes had a hunch earlier on already.
Yet "Sacrifice of Angels" seems to contradict this. The episode involves a desperate quest of reaching the wormhole under fire, and yet Sisko takes the ship out of warp for entry; fine and well. But inside the wormhole, Dax observes the warp signatures
of Jem'Hadar ships approaching along the hole...