You have a few options for Safe Z, Machine Coords which I prefer as I always know exactly where it will go which I have set to -5 which means it will raise to 5mm before fully up.
There is also Incremental which will raise it up the value you entered from the position you are presently at.
You also have a Work Coords option, so say you have entered 5 for it then it will move to 5 in the work coordinate system.
Hood