Convert some trace logs to warnings in OAuth flows

[aidenfoxx]

Description

We've been getting more topics recently relating to issues with OpenID and OAuth providers. Not that I believe people are particularly attentive of logs, but more information might be useful in these cases.

There are probably some points in the docs that could also be clarified to improve things such as:

• Explaining the different cookie policies in Single Sign-On (SSO)
• Making the SSO Examples more prominent and plug-and-play, with stuff like "AUTO_REGISTER" and "DEFAULT_ROLE_ID"
• Clarify the "callback" URL, since I think that's barely documented

Mostly writing those points down here so I don't lose them.

Type of Change

• Bugfix
• Improvement
• New Feature
• Refactor / codestyle updates
• Other, please describe:

Requirements Checklist

• New / updated tests are included
• All tests are passing locally
• Performed a self-review of the submitted code

If adding a new feature:

• Documentation was added/updated. PR: