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
import org.elasticsearch.common.io.stream.StreamOutput;
import org.elasticsearch.common.settings.Settings;
import org.elasticsearch.common.util.concurrent.ThreadContext;
import org.elasticsearch.common.util.set.Sets;
import org.elasticsearch.common.xcontent.XContentHelper;
import org.elasticsearch.core.Nullable;
import org.elasticsearch.index.query.QueryBuilders;
import org.elasticsearch.license.LicenseStateListener;
import org.elasticsearch.license.MockLicenseState;
import org.elasticsearch.license.XPackLicenseState;
import org.elasticsearch.test.ESTestCase;
import org.elasticsearch.test.VersionUtils;
import org.elasticsearch.threadpool.ThreadPool;
import org.elasticsearch.transport.TransportRequest;
import org.elasticsearch.transport.TransportRequest.Empty;
import org.elasticsearch.xcontent.XContentBuilder;
import org.elasticsearch.xcontent.XContentType;
import org.elasticsearch.xpack.core.XPackPlugin;
import org.elasticsearch.xpack.core.XPackSettings;
import org.elasticsearch.xpack.core.security.action.saml.SamlAuthenticateAction;
import org.elasticsearch.xpack.core.security.action.user.PutUserAction;
import org.elasticsearch.xpack.core.security.authc.Authentication;
import org.elasticsearch.xpack.core.security.authc.Authentication.AuthenticationType;
import org.elasticsearch.xpack.core.security.authc.Authentication.RealmRef;
import org.elasticsearch.xpack.core.security.authc.AuthenticationContext;
import org.elasticsearch.xpack.core.security.authc.AuthenticationField;
import org.elasticsearch.xpack.core.security.authc.Subject;
import org.elasticsearch.xpack.core.security.authz.RoleDescriptor;
import org.elasticsearch.xpack.core.security.authz.RoleDescriptor.IndicesPrivileges;
import org.elasticsearch.xpack.core.security.authz.accesscontrol.DocumentSubsetBitsetCache;