I'm seeing a couple of things that makes me think the schematic is not complete.
The positive side of the battery shows no connection to the circuit.
If the device in the upper left corner is the transformer, I don't see a rectifier circuit connected to it. That makes me believe that the "mains supply" is DC.
Looking at the schematic, I could see that the mains supply (upper left) being a DC input to provide power to the flash or charge the battery. But again, I see no connection to the positive side of the battery.
There is also a double pole double throw switch which seems to disconnect the mains. One pole is under lower "rounded corner triangle" (is this the connector/terminal for the mains?)... and follow the dotted line to the second pole of the switch just to the right of the negative of the battery. This switch could select connecting the battery and mains together for charging. And in the other put the battery in the circuit (turning it on).
Again, hard to tell without knowing where the positive side of the battery is connected.
Do you know:
1) Can you use the mains to not only charge the battery, but also to power the flash (like in a studio, not on batteries)?
2) Is the output of the "Charger Type E" 7.15V 5VA Direct Current output (DC) or is it AC output? (again I don't see a rectifier circuit to accept AC from the "Charger Type E"
Now off to your question about the warning. To me, it sounds like the warning is stating to plug in the "power unit" to the "mains cable" (wall plug / household electricity), and then the other cable of the "power unit" to the flash itself. Is this how you interpret the warning? In my experience, you would want to plug the "charging/power unit" to the flash first, then plug that "charging/power unit" to the flash. Because the warning says to do the opposite, and the incomplete schematic (or at least questions on the schematic), something unusual/unknown is going on.
I probably should have googled "Charger Type E" before I wrote this to see if more info is available online. When I get a chance to do this I will and come back here and write some more. But I wanted to get these questions out to you, as it might help us solve this mystery.
thanks,
REAndy