Test warning log for DF external SDK

[davidmrdavid]

Issue describing the changes in this PR

resolves #910

This PR adds a simple unit test validating that users are warned, through logs, when they load the DF External SDK without first setting the environment variable that enables it

Pull request checklist

• My changes do not require documentation changes
  • Otherwise: Documentation issue linked to PR
• My changes should not be added to the release notes for the next release
  • Otherwise: I've added my notes to release_notes.md
• My changes do not need to be backported to a previous version
  • Otherwise: Backport tracked by issue/PR #issue_or_pr
• I have added all required tests (Unit tests, E2E tests)

Additional information

Additional PR information