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
private static final Settings SECURITY_ENABLED_SETTINGS = Settings.builder().put(XPackSettings.SECURITY_ENABLED.getKey(), true).build();
    private final FieldPermissionsCache cache = new FieldPermissionsCache(Settings.EMPTY);
    private final String concreteSecurityIndexName = randomFrom(
        TestRestrictedIndices.INTERNAL_SECURITY_MAIN_INDEX_6,
        TestRestrictedIndices.INTERNAL_SECURITY_MAIN_INDEX_7
    );
    public void testRolesWhenDlsFlsUnlicensed() throws IOException {
        MockLicenseState licenseState = mock(MockLicenseState.class);
        when(licenseState.isAllowed(DOCUMENT_LEVEL_SECURITY_FEATURE)).thenReturn(false);
        RoleDescriptor flsRole = new RoleDescriptor(
            "fls",
            null,
            new IndicesPrivileges[] {