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
new User("test api key user 2", "superuser"),
            new RealmRef("_es_api_key", "_es_api_key", "node"),
            null,
            Version.CURRENT,
            AuthenticationType.API_KEY,
            metadata3
        );
        roleFuture = new PlainActionFuture<>();
        compositeRolesStore.getRole(AuthenticationContext.fromAuthentication(authentication).getEffectiveSubject(), roleFuture);
        roleFuture.actionGet();
        assertThat(effectiveRoleDescriptors.get(), is(nullValue()));
        verify(apiKeyService).parseRoleDescriptorsBytes("key-id-3", anotherRoleBytes, RoleReference.ApiKeyRoleType.ASSIGNED);
    }
    private Authentication createAuthentication() {
        final RealmRef lookedUpBy;
        final User user;
        if (randomBoolean()) {
            user = new User(
                "_username",
                randomBoolean() ? new String[] { "r1" } : new String[] { ReservedRolesStore.SUPERUSER_ROLE_DESCRIPTOR.getName() },
                new User("authenticated_username", new String[] { "r2" })
            );
            lookedUpBy = new RealmRef("lookRealm", "up", "by");
        } else {
            user = new User(
                "_username",
                randomBoolean() ? new String[] { "r1" } : new String[] { ReservedRolesStore.SUPERUSER_ROLE_DESCRIPTOR.getName() }
            );
            lookedUpBy = null;
        }