The message is Verbose, it doesn't affect the basic feature. At the time user login foglight through SSO, foglight will try to get all AD groups for the user while it can't get information for some of groups, then such messages reported. The AD user may have many groups, it's not necessary to import all groups into foglight, so generally, this message can be ignored.
This happens when the returned results include referrals to other LDAP servers like in the case of subdomains. An LDAP server in a subdomain may include references to its parent domain. In such a case, such messages might appear.