As the explanaton states, the Syn WILL go in Safe mode AND shutdown cleanly with a power failure.
Ok, now you have 2 possibilities as I see it looking at your screenshot.
Setting 'until low battery' -> check your UPS to see how long it lasts, batteries may be drained or worn out.
Second, you checked the 'Shutdown UPS', so when the DS has done shutting down, so will the UPS and the DS will not come up again.
Safer mode, although uncontrolled. Disable USB support and let the UPS deliver power to the DS as long as it lasts and set the DS to start up when power comes up.
Some people spent a lot of time writing the Help files, use them!