Is it possible to set up a notification when Duress Code is entered at panel or lock?
You already have that set up. This is covered under Silent Alarm notifications as a type of panel panic alarm. Looks like yours is just set for any silent alarm from any device.
However, it is very strongly recommended to never send sms or push notifications for a duress alarm to the phone of someone who might be using the duress code. This is likely to put that person in danger in an actual duress situation.