This article discusses the challenges in preventing workpiece damage due to impacts in electro-hydraulic loading systems, especially in unknown environments. We propose an innovative compliance control strategy, synergizing a series elastic actuator with impedance control to significantly mitigate impact forces between the mechanism and test workpieces. The controller consists of two loops: an internal loop and an outer loop. The internal loop integrates a position loop utilizing a radial basis function observer within a backstepping control framework, effectively countering the nonlinear dynamics of hydraulic actuators and ensuring precise trajectory tracking. The outer loop advances traditional impedance control by adaptively modifying the damping coefficient, resulting in a straightforward and easily implementable damping control law. For the unknown environment parameters, our system employs a parameter estimation law to estimate the unknown environmental stiffness and position parameters. The effectiveness of this strategy has been verified through comparative simulation with traditional impedance control, indicating that the proposed method can not only effectively reduce contact shock in unknown environments, improve response speed, and reduce overshoot, but also improve steady-state accuracy. We provided a feasible control scheme for similar systems to ensure precise and safe operation.