This suggestion pop up in my head when there was a bid war under one of my auctions. I usually use notifications to interact with someone's pets back, and my message list was flooded with "bid increased by someone", so I needed to clear them out
Maybe update message system to be like in mail sites? If someone want to keep all messages in one list - so be it, but if he want, he can create additional tab to see these messages only there

Or maybe add option for auction notifications in "Site settings", if idea above is too hard to implement

God, I was just thinking of this since I recently have been getting a lot of auction-related notifications, except maybe being able to have the notifications be working like the spoiler function in a sense?

Like, being able to see all the individual bids when clicking on it, but easy to get rid of em all in one click n remove like a singular notifications.
Either that or the message system idea that SaryDragon suggested in the first place would be a lifesaver.