Daemon: warn when an untrusted user cannot override a setting

In a daemon-based Nix setup, some options cannot be overridden by a
client unless the client's user is considered trusted.

Currently, if an untrusted user tries to override one of those
options, we are silently ignoring it.

This can be pretty confusing in certain situations.

e.g. a user thinks he disabled the sandbox when in reality he did not.

We are now sending a warning message letting know the user some options
have been ignored.

Related to #1761.