You are using an older version of cf autoroot, go to chainfire's site and make sure you have the newest version of cf autoroot. Run it again, sometimes takes a couple of tries to get it to stick. Also, try downloading supersu from the play store after running cf autoroot if it fails. As far as the security message goes, you just need to accept the security policy update when it appears don't cancel it. Good luck!
If you do want to go back to stock, you have to make sure you have the correct stock NAE tar file, you can find it here: http://forum.xda-developers.com/show....php?t=2663619
I recommend odin 3.07 or newer with MK2 or NAE software.
Phones & Tablets: Galaxy S4, Galaxy Note 8", Evo 4g LTE, Evo 3D, Acer Iconia A500, Samsung Galaxy Tab 2 10.1, Ipad 2, Nabi 2,
Rom: Rooted Stock Odexed, Hotspot Mod, Xposed, Wanum, several other xposed tweaks