Can we have in-game popups, desktop and sound notifications for DM's only?

I'm extremely agitated with missing a DM because Discord doesn't have any option for notifications other than constantly blasting my headphones with constant notifications and beeps from every server, I set foot in.

I'm not gonna spend time muting every single server just so I don't see a conversation from a server I barely go to.

I just want to be immediately notified when I get DM'd instead of having to look myself. Steam had this basic feature from Day One.