Nothing built in to the system, but our typical suggestion which we and other customers use in production is to notify zapier.com (or another system that accepts webhook notifications), and parse the webhook body. It contains many details, such as the context (deploy-preview), and even the commit ref, in JSON, in a repeatably parse-able format. Based on logic you construct (ours is, filter out non-production deploys since we don’t ALL need to hear when a PR build fails), you can then use zapier to forward the notification to slack. It even looks like a regular Netlify notification with all the links etc, just filtered out all the noise.
There’s an open feature request around a native facility to handle this so I’ll add your voice to it and we’ll follow up in this thread if we do later implement it, but I don’t think it will happen soon so zapier or something similar is probably your best bet for now.