I've got a home server set up that could listen for requests on the LAN. After a listener in a program receives a piece of data sent from SGP (to a specific IP/port/domain), the program could then evaluate how to handle the data. A program like this would have to be user-written, but it could potentially play a sound to wake you up, activate floodlights outside, or pretty much anything else that can be controlled by your computer.
Actually sending the data to the arbitrary endpoint is a really simple task that can be accomplished by using some library. For the user input, they could either type an actual URL or just specify the IP/domain and port. This would allow users to send data to something like
http://192.168.1.45:8000/sgp/notifications or even just
Just make a post request to that address and have the payload be some JSON data that has details about the notification. Constructing a JSON object like that shouldn't be difficult at all.
I think adding a feature like this could only take a small amount of time to get it running and it would provide a great bit of flexibility to the notification system.