Wouldn't a direct power outage harm the mining machine? Shouldn't I shut down the machine first and then turn off the power?
I don't think you can shut down the unit. You can turn the unit into idle mode, but there's no button or command that you can use to shut down this unit.
So your only option is to unplug it directly.
Since this unit is 3.6k watts, having a 25A safety switch or circuit breaker is a good option for turning off the unit.