some roles are NOT IDENTIFIED; security checking cannot  be  set
  to external

  Explanation:  In order to alter  a  database  and  set  security
  checking  to  external, no roles existing in the database can be
  defined as NOT IDENTIFIED.

  User Action:  Redefine or drop the  roles  before  altering  the
  database  security  checking  to  external  or  do not alter the
  database security checking.