If you have access to the UPS shutdown script you may want to instruct it to disable HA before shutdown. If this is a possibility, let us know. We can provide a few lines of code to properly shut things down.
Regarding split-brain - there have been occasional cases of DRBD split brain (not xenserver). This generally does not impact system availability. Also, the system will send an email alert if this condition is present.
XenServer split brain is a less likely scenario especially when the hosts are directly connected as shown in the how-to document. This eliminates the possibility of potentially writing to both block storages simultaneously.
In a worst case scenario - with complete loss of network on both nodes, the slave would enter a restricted HA state to avoid XenServer split brain.