"Host key verification failed" when using ssh on remote Synology NAS in Docker Context

I moved your post from the “Docker Hub” category to the “General” category, as nothing in your post is related to Docker Hub.

Synology has a tradition to make things “their own”. OpenSSH is provided by dsm, and the Container Manager package that bundles Synology’s Docker Engine, differ from the vanilla implementations.

Can you issue docker cli commands as user Thierry on your NAS with prefixing them with sudo? If not, this might potentially be the problem.