There are NO situations where a power loss will lead ZFS to loose existing data.
As I said, it has to be a different cause, like hardware fault. With lots of TrueNAS SOHO users having consumer hardware, that is likely the cause. For example, Non-ECC RAM, storage path issues, (loose cables), or less than ideal storage devices, (cheap SSDs or using SMR HDDs).
All that said, power losses or OS crashes can cause data in flight in process to be written, to be lost. That applies to all file systems.
Log in as root, then use;
zfs set copies=2 boot-pool
Log out, you are done.
Next update should use 2 copies. But the existing files will remain with 1 copy.
Understand now, that means updates take up twice the space. So smaller boot devices, like 16GByte ones, will store less boot environments. Possibly even 16GB might not be suitable. That is why I mentioned larger boot devices in;