It is possible to setup split tunnel VPN’s which are VPN tunnels that only route traffic destined to the other side of the VPN. I cover that in my Wiregaurd setup Getting Started Building Your Own Wireguard VPN Server
Since are running wireguard on a PI and not your firewall you will have to also create the additional static routes to get the connection to go from the Pi over to the Synology.
Not an impossible solution, just a much more complex setup that doing a site to site VPN via the firewall. (which is problematic with routing equipment UnFi anyways)