Why does the UPS shut down immediately and display" battery" and "Unusual" when there is a utility power failure? 

Gechy Electric Co.,Ltd tell you the UPS is supposed to stand on when there is a utility power outage, failure to this effect may caused by overloading, low battery capacity or low voltage, dead battery.

And accordingly, you need to reduce the load capacity, charge the battery fully or replace the battery, if the problem still exist, there might be a damage with battery charger circuit.

Therefore, it is more advised to submit your UPS to the service center for diagnosis.

I tried to install the UPSilion monitoring software, but I could not find the serial number?

Every Software comes with a unique Serial number, it is listed on the CD package parcel.

Do all Gechy UPS have a monitoring software?

All Gechy UPS is available with a Software, however you may get a UPS without a CD software, this is because your dealer did not purchase this package.