You’d really need to use a shell function in order to accomplish that. For a simple script like that it should be pretty easy to have it working in both zsh and bash. Just place the following in a file:
my_notify() {
echo "exit code: $?"
echo "PPID: $PPID"
}
Then source that file from your shell startup files. Although since that would be run from within your interactive shell, you may want to use $$ rather than $PPID.