Yes. To add a new notification:
At the left menu, click Reports Center -> Notifications -> Trigger Notifications.
At the top-right click Add New Report.
• Set your preferred report's settings.
• On "Send a notification when any of the Terms rankings" check the box near "Is Featured Snippet" or ”Is not Featured Snippet”.
• Fill the filtering settings for the terms that you want the notification to be triggered for.
• Set your preferred Columns & Sorting.
• Click Save.
If any of the terms of the selected URLs are/are not a featured snippet, you will be notified (unless setting a "Check now (instant export)" report).