I prefer Z2M as it supports wider but ZHA will grow too.
My first suggestion is to make sure that you can connect to a zigbee device with your dongle
Option 1: make sure that your container works, it SHOULD work if you followed the instructions to the letter.
Can you confirm that your container is on ‘host’ ?
If so, when in HA > Settings > Devices > add the ZHA integration and try to add the conbee adapter either with /dev/ttyACM0 or /dev/ttyUSB0 … I am not sure where your plug is
Note that along the instructions…each restart requires re-doing some of the steps. My NAS hardly restarts (only with firmware upgrades)
Option 2:
So you could setup HAOS via the VMM setup, this would avoid toying around with containers yourselves (in HAOS these are called addons) and would bring the drivers into the vmm and that should work along @mirekmal
You can leave all containers as - is for now
Follow this one for the setup
Installation on Synology Virtual Machine Managager - Community Guides - Home Assistant Community (home-assistant.io)
Note that the startup after install may take 10+ minutes (depends on HW) so be patient if it does not show immediately