This may not be part of PiHole's remit as it is obviously an ad blocker but it it does show a a lot of network activity. Suggestion so what would be very useful is an indication when a 'new' client joins the network.
Appreciate the network list can be viewed but the host names can sometimes be a wee bit confusing.
It is done at pihole-FTL(dnsmasq) level with an additional configuration file.
Integration and conditioning + message delivery would have to be coded separately and formed around the notification provider.
I use Pushover but it can be implemented with anything that sends stuff...
Emails, push notifications, smoke signals (not this one).