So I updated it and set up all the relevant parts. Indeed it is now running as it should, so I was able to abandon my SAB version running under Docker for the last half year or so.
But there is one thing that makes me wonder and I am a little bit afraid of it: SAB is now downloading so incredible fast, that I am not sure wether it is still using the VPN of the Synology
Under Docker with the VPN turned on it was downloading with a maximum speed of around 16 - 17 MB/s in the morning hours, when no neighbours were downloading and dropping the speed. But now it is downloading with roundabout 20-21 MB/s even in the evening hours! 
I made the check with the button "Status und Interface Optionen" -> "Öffentliche IP Adresse" and there is realy a different IP depending on the VPN turnt on or off.
Can I truly rely on that IP shown there?
Of course I was considering that the Docker SAB was taking some CPU power, but the task manager was not showing a big difference between the "normal" SAB and the Docker version. Also, in the past (before the DSM 6.1 issue) SAB was downloading roundabout at the same speed as did the Docker version.
Maybe the new SABnzbd is doing some magic tricks?
It would be very helpfull if someone could reassure me concerning the IP thing
