In my case the notifications that I didn't receive are still in the relevant apps in the form of unread messages, missed calls, or similar; I can look at them later, when I have the time.
Sometimes an app would send a notification that would leave no trace in its app; e.g. a time sensitive reminder. But if the app's design assumes there's no benefit to viewing that notification later, I'm happy to trust it - and this approach acts for me as a natural filter.
FYI the previous generation of Pebble OS did not have a message counter, but this generation will apparently add this to its complications.
> a watch that you could hold all notifications until you decided to receive them all
build it. _Even if_ you wouldn't know where to start I think a modern LLM could get you 90% of the way there.