Previously you had to scroll down the list of already read items to find the next unread alert ... which could be a bit of a pain
Is this the "Bell Icon" alerts?
I've never found that useful 'coz it takes you to the post, rather than the first unread in that thread (unless I'm not doing the same thing as you?)
FWIW I refresh the UK and Ireland Forum ('coz that's the only one I read, but the "Unread threads" page would be similar). Then I scroll to the bottom of the unread ones (or click PAGE 2 ... to get to the end). This because I prefer to work in reverse chronological order ...
I then RightClick each one of interest (Icon showing I'm following that thread ... or "Looks interesting") and do open-in-new-tab. That navigates to first-unread-post (in that thread) but doesn't change focus to that TAB, so I can Ditto RightClick the next one of interest
When I've got a dozen or so tabs I click on the first one, read it, reply if I have anything to say, then close that TAB and rinse+repeat on the next TAB.
Eventually all the extra TABs are closed, and I've got to the top of the UK and Ireland Forum (and the STICKYs above).
I either refresh, and review anything newly added, or do "Mark read" ... and then rinse+repeat
But ... I only ever use a PC with a decent sized screen, no idea if this would work for a phone, or if it suits anyone else.