BuddyPress hacks !

bp-notifications.php

<?php

/**
 * Manage to "group" by new notifications first but still order all notifications by date
 * @author Maxime CULEA
 */

// inside the notifications loop
$args = [ 'is_new' => 'both', 'order_by' => 'mc_custom_notification_order', 'sort_order' => 'DESC' ];
if ( bp_has_notifications( $args ) ) {
	// show notifications
}
// hook on the query to change the SQL request
add_filter( 'query', function ( $query ) {
	if ( false !== strpos( $query, 'mc_custom_notification_order' ) ) {
		$query = str_replace( 'mc_custom_notification_order DESC', 'is_new DESC, date_notified ASC', $query );
	}
	return $query;
} );