When resolving a user's roles, if there are any roles that depend on DLS/FLS, and that is not permitted by the current license, we skip them.
https://github.com/elastic/elasticsearch/blob/f435488484ec844962d49371b8917c135fe6f714/x-pack/plugin/security/src/main/java/org/elasticsearch/xpack/security/authz/store/CompositeRolesStore.java#L188-L192

However, we do not perform any logging in this circumstance, and rely on the user discovering that their roles are missing.

We should
1. Add a `WARN` log message
2. Add a Warning header

when this occurs. 
x-pack/plugin/security/src/test/java/org/elasticsearch/xpack/security/authz/store/CompositeRolesStoreTests.java
nativeRolesStore,
            reservedRolesStore,
            nativePrivStore,
            null,
            apiKeyService,
            null,
            null,
            rds -> effectiveRoleDescriptors.set(rds)
        );
        AuditUtil.getOrGenerateRequestId(threadContext);
        final Version version = randomFrom(Version.CURRENT, VersionUtils.randomVersionBetween(random(), Version.V_7_0_0, Version.V_7_8_1));
        final Authentication authentication = createApiKeyAuthentication(
            apiKeyService,
            createAuthentication(),
            Collections.singleton(new RoleDescriptor("user_role_" + randomAlphaOfLength(4), new String[] { "manage" }, null, null)),
            null,
            version
        );
        PlainActionFuture<Role> roleFuture = new PlainActionFuture<>();
        compositeRolesStore.getRole(AuthenticationContext.fromAuthentication(authentication).getEffectiveSubject(), roleFuture);
        Role role = roleFuture.actionGet();
        assertThat(effectiveRoleDescriptors.get(), is(nullValue()));
        if (version == Version.CURRENT) {
            verify(apiKeyService, times(1)).parseRoleDescriptorsBytes(anyString(), any(BytesReference.class), any());
        } else {
            verify(apiKeyService, times(1)).parseRoleDescriptors(anyString(), anyMap(), any());
        }
        assertThat(role.names().length, is(1));
        assertThat(role.names()[0], containsString("user_role_"));
    }