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
@Override
        public String getWriteableName() {
            return "mock";
        }
        @Override
        public void writeTo(StreamOutput out) throws IOException {}
    }
    private String getAuditLogName() {
        final ZonedDateTime date = ZonedDateTime.now(ZoneOffset.UTC).plusDays(randomIntBetween(1, 360));
        final IndexNameResolver.Rollover rollover = randomFrom(IndexNameResolver.Rollover.values());
        return IndexNameResolver.resolve(IndexAuditTrailField.INDEX_NAME_PREFIX, date, rollover);
    }
    private IndexAbstraction mockIndexAbstraction(String name) {
        IndexAbstraction mock = mock(IndexAbstraction.class);
        when(mock.getName()).thenReturn(name);
        when(mock.getType()).thenReturn(
            randomFrom(IndexAbstraction.Type.CONCRETE_INDEX, IndexAbstraction.Type.ALIAS, IndexAbstraction.Type.DATA_STREAM)
        );
        return mock;
    }
    @SuppressWarnings("unchecked")
    private static <T> Consumer<T> anyConsumer() {
        return any(Consumer.class);
    }
    @SuppressWarnings("unchecked")
    private static <T> Set<T> isASet() {
        return isA(Set.class);
    }
}