Show a Warning on logon in MariaDB
Your my.cnf file should have:

[mysqld]
init_connect="CALL audit.login_trigger()"


Or any other group name from running mysqld --help --verbose, there's a line like The following groups are read: mysqld server mysqld-10.1 mariadb mariadb-10.1 client-server galera, so any of those groups be can used instead of [mysqld].

SET GLOBAL ... is for setting mysqld system variables at runtime. The config file takes the shorter form.