> The NAS is more important in this case.
Fink aside, I think the Mac is more important.
If the Mac knows the UPS is low (which is easy because it has built-in UPS monitoring), then the Mac can unmount the NAS volume and shut down gracefully. Assuming there are no other users on the NAS, you should be good to go (yes, big assumption, I know). Even if the NAS subsequently loses power, if there are no active users/files, you should be OK.
Contrast that with the NAS shutting down because the UPS is low - the Mac doesn't know this and may have open files - it could be actively saving files when the shutdown is triggered, and now you risk data loss.
So if you can't get them hooked together, focus on the Mac first.