Notification with Exchange online Oauth2 and graph api

I don't believe this is possible with the standard notifications.

For troubleshooting notification issues, you can enable additional logging on the server.

If you need to keep a record of outgoing notifications (e.g., for auditing), the Advanced Notifications add‑on module can log all notifications it sends. You can find more details in the Compliance Kit - Advanced Notifications - Functional Description.

Thank you for your answer, I will check. 
But the main objective is to keep a copy of the sent emails in the Sent Items folder, when they are blocked in Exchange Online for some reasons (email sent with ‘failed’ status). This would allow us to re‑send the notifications marked as ‘status failed’ using a PowerShell script.
If the messages aren’t kept in Sent Items, there’s no way to resend them automatically with a script

You might consider using Unitfly Extension Kit to handle your notifications. Like the CK Advanced Notifications module it can log your activities. It can also send a copy of the outgoing mails to an additional mailbox of your choice (CC or BCC). You could create a special mailbox and use it as BCC target for all outgoing messages. 

The next challenge would be to recognize failed status and respond automatically. Not sure how to do that, but it sounds like you already have a plan.

You might consider using Unitfly Extension Kit to handle your notifications. Like the CK Advanced Notifications module it can log your activities. It can also send a copy of the outgoing mails to an additional mailbox of your choice (CC or BCC). You could create a special mailbox and use it as BCC target for all outgoing messages. 

The next challenge would be to recognize failed status and respond automatically. Not sure how to do that, but it sounds like you already have a plan.

ok, I’ll think about all of this in January.
Thanks