Ok a little more messing around tonight I have managed to do a complete setup of Pi-hole using synologies docker UI besides creating the macvlan in SSH above.
I mean complete setup by binding volumes for the etc/pihole and etc/dnsmasq.d to maintain settings even after deleting my docker image or restarting the synology. Pi.hole in the browser takes me to my pihole page. Everthing I tried works as expected and functions just like my pi3 install.
I dont have it set as my DHCP yet because I plan on doing an easy setup guide to install this through the GUI as tony's UI guide is a little outdated. But to use DCHP it should be as simple as setting a static IP on the synology as pihole is not actually running until the synology has booted completely.
I did manage to get a cloudflared docker instance working but its not quiet how I would like it as I had to send the pihole to the router and have the router send requests from the pihole to the cloudflared container due to the Linux kernel blocking macvlan communication to the host.