Well... I think there are a couple of ways to do this:
- Install DS Photo on your iCloud-connected iPhone and let it do the download-then-upload work. This is a pretty straightforward process because Synology's app (DS Photo) is managing it all.
- Set up a separate user account on your Mac that has "Download Originals to this Mac" set. Then you'd have to get those photos from the Photos library on your Mac to the DiskStation. You could then "Show Package Contents" on the Photos library and copy the "Masters" folder into the DiskStation. Then have PhotoStation slurp in that folder.
- You could use Safari to download all your photos from iCloud Photos on the web, and then slurp that folder into the DiskStation.
The reality is that this is much simpler to do from mobile, and that's how I've always done it. You might also want to consider using Moments instead of PhotoStation. The two are very different, but Moments seems to be the future there.