How do I receive iOS app notifications on my Mac? I would like to mirror all notifications (including third-party apps) from my iPhone (5s with iOS 12) on my Macbook Air 2017 (Catalina 10.15).

My phone is not jailbreaked. Is there a native way to achieve it nethertheless?
A recent app to do what you want is Notifyr This app will supposedly send all Notifications to you Mac.  You need a mac built 2012 or later. This does vary for different computers and the actual years are given in the link.