How should we formally state the power supply’s compliance with the Low Voltage Directive in our CE Conformity Declaration?

You can and should state that the power supply is supported by manufacturer documentation demonstrating conformity with the Low Voltage Directive 2014/35/EU, while making it clear that CE conformity is declared for the finished product as a whole.

A defensible declaration statement looks like this:

The power supply integrated into the finished equipment is supported by manufacturer documentation demonstrating conformity with the applicable requirements of the Low Voltage Directive 2014/35/EU when assessed as a standalone device. The power supply is integrated into the final product and is not sold separately in the EU market in this configuration.

Compliance with the EMC Directive 2014/30/EU has been demonstrated for the complete apparatus, including the integrated power supply, through system-level conducted and radiated emissions testing against the applicable harmonized standards. The CE marking applied to the finished product is based on the conformity of the complete equipment, not on component-level declarations.