lost of latest wal file/log will give some data loss, need to find a way to have redundant copy on latest wall logfile
This is indeed the defined behavior for a cold storage backup system relying on wal shipping.
If you want something better at maintaining recency you need to setup some kind of hot/live standby sever where all activity is immediately sent to and (more or less) applied to a second already running system. Though logical replication techniques on a current release may provide additional options.