Your configuration is trying to redirect an https connection, normally this would hit the Pi-hole and be blocked, but your Synology is running on port 443 and trying to respond with its own certificate. The warning are valid as your browser is interpreting this as an attempt at a Man In the Middle attack.
You may want to post on the How do I install Pi-hole on a Synology NAS? - #149 by DL6ER thread to see if one of our Synology users has some suggestions on how to solve this. We can't really help as none of the developers has access to a Synology device to test on.
Sorry I couldn't have been of more help on this but it's beyond our abilities at this point.