Here are the steps to create a custom view:
Step 1: Use the search bar on the top and search for the key terms that you would like to use as the start of a custom view. You can also use the date filter on the right to select a subset of notifications.
Step 2: Once the search has loaded and you are seeing the desired notifications, use the +Add button right under the circle profile button:
Step 3: Use +Add and "Create A New View"
Step 4: Type in "Add View Name" for this custom list, this can be single or multiple search terms:
Step 5: Click "+CREATE" to create the custom view
Step 6 & the final step: The custom view will appear under "views"