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
doCallRealMethod().when(fileRolesStore).accept(anySet(), anyActionListener());
        when(fileRolesStore.roleDescriptors(Collections.singleton("fls"))).thenReturn(Collections.singleton(flsRole));
        when(fileRolesStore.roleDescriptors(Collections.singleton("dls"))).thenReturn(Collections.singleton(dlsRole));
        when(fileRolesStore.roleDescriptors(Collections.singleton("fls_dls"))).thenReturn(Collections.singleton(flsDlsRole));
        when(fileRolesStore.roleDescriptors(Collections.singleton("no_fls_dls"))).thenReturn(Collections.singleton(noFlsDlsRole));
        final AtomicReference<Collection<RoleDescriptor>> effectiveRoleDescriptors = new AtomicReference<Collection<RoleDescriptor>>();
        CompositeRolesStore compositeRolesStore = buildCompositeRolesStore(
            Settings.EMPTY,
            fileRolesStore,
            null,
            null,
            null,
            licenseState,
            null,
            null,
            null,
            rds -> effectiveRoleDescriptors.set(rds)
        );
        PlainActionFuture<Role> roleFuture = new PlainActionFuture<>();
        getRoleForRoleNames(compositeRolesStore, Collections.singleton("fls"), roleFuture);
        assertEquals(Role.EMPTY, roleFuture.actionGet());
        assertThat(effectiveRoleDescriptors.get().isEmpty(), is(true));
        effectiveRoleDescriptors.set(null);
        roleFuture = new PlainActionFuture<>();
        getRoleForRoleNames(compositeRolesStore, Collections.singleton("dls"), roleFuture);
        assertEquals(Role.EMPTY, roleFuture.actionGet());
        assertThat(effectiveRoleDescriptors.get().isEmpty(), is(true));
        effectiveRoleDescriptors.set(null);
        roleFuture = new PlainActionFuture<>();
        getRoleForRoleNames(compositeRolesStore, Collections.singleton("fls_dls"), roleFuture);