Let me start off by saying this post is not to get help with anything specifically... I have an OrangePi Zero 2 on which i run Octoprint (works amazing) and a Wireguard VPN (here comes the magic). I am away from home and i just started a print through the Wireguard tunnel from my laptop. After a few minutes my phone (not connected to Wireguard tunnel at that moment) notified me of a completed first layer!? I don't know how this would work or why it did but any insights are welcome 
Tomorrow i will repeat exact steps again making sure my phone is not connected and starting print from my laptop again to see if the same thing happens and I will update here..
It depends what app you are using on your phone. Something like Obico the notification will come through the connection to their servers. I know OctoApp has a companion plugin in OctoPrint that allows it to send push notifications.
You're right, I am using the OctoApp plugin so that is sending push notifications, thanks!