Outdated Chef

Today I upgrade to
At the end of file /var/log/gitlab/reconfigure/1641802049.log I found following message:

WARN: This release of Chef Infra Client became end of life (EOL) on May 1st 2021. Please update to a supported release to receive new features, bug fixes, and security updates.

Have I something to do to get an upgraded Chef?

If you are using omnibus package of Gitlab, then no, Gitlab will update the components when they make a new release.