Emma is on the right track (you need to provide a valid context, while your settings PDF shows that the Contexts setting is empty). But there are at least another couple of things[1] you need to take care of.
First, you need to set the "User Type" to rfc2307, as the "Default" user type uses incompatible settings with your LDAP directory.
Second, you need to set "Use TLS" to "No", because as far as I can tell from the document mentioned above, Synology Directory Server doesn't support LDAP with TLS, but only LDAPS. And your "Host URL" setting specifies "ldap://.....", which means you are not using LDAPS.
Regarding the Context setting, from reading the documentation mentined before, it looks like user accounts are created by default in "cn=users,[Base_DN]". Given that your [Base_DN] is "dc=nas,dc=cefedem-aura,dc=org" , your user accounts will be created at "cn=users,dc=nas,dc=cefedem-aura,dc=org". So this is what you should put in your Context settings (and set "Search subcontexts" to Yes, like you do).
Hope this helps.
Saludos. Iñáki.
[1] I'm basing this on the Synology documentation available at https://global.download.synology.com/download/Document/UserGuide/Packages/DirectoryServer/DirectoryServer_enu.pdf. I don't know how up to date that document is (the footer includes a timestamp from 2011.10.05).