If the guardian crashes on start, the system is immediately terminated, so no actor system to keep running the coordinated shutdown anymore. On the other hand I guess there was also not really any time for other things to start to be coordinatedly shut down. Might be worth a mention in the docs.
When orderly stopping of the guardian, there is special logic in place to intercept stop and let the coordinated shutdown complete first.
If you do stuff that might fail during bootstrap of the guardian, and also start things that needs coordinated shutdown, it can make sense to try-catch-stop.
For most scenarios I think the actor system and JVM immediately terminating is likely good enough. In general coordinated shutdown will be most important for things that needs some graceful shutting down, sharding waiting for stopping entities, Akka HTTP/gRPC giving in flight requests time to complete befor closing connections, cluster leaving instead of relying on SBR to kick a node out, and those will likely not have happened before the guardian has completed starting and the node is passing a ready check/has seen some requests.