Thank you very much for using PRTG. You can achieve notifications on sensors going into the Unusual state by creating State Triggers on the State Unusual. If you set the trigger on Group or even Root - Level, you will get the notifications then for all sensors that inherit this trigger (meaning you do not need to set it on each sensor).
Disclaimer: The information in the Paessler Knowledge Base comes without warranty of any kind. Use at your own risk. Before applying any instructions please exercise proper system administrator housekeeping. You must make sure that a proper backup of all your data is available.