[SLO] Improve permission error response on SLO create API

[kdelemme]

Summary

When an error happens because of a missing permission on the user's role, we should surface it to the user

https://elastic.slack.com/archives/C046NR8UQBS/p1714146343878759?thread_ts=1714037309.548819&cid=C046NR8UQBS

[jasonrhodes]

Based on my reading of the linked Slack conversation, it sounds like we may also want to look at how that try/catch handles the logic for "undo" in the catch, because it seems like it was failing to undo and causing a new error, which sounds avoidable? Do I understand that correctly?

[kdelemme]

Yes we can do better on the rollback: smaller try/catch block that can be rollback with more granularity.

[kdelemme]

@jasonrhodes created this story for the rollback issue: #183677