Is there a way to receive a push notification from the Tether app or to grant permission when a device wants to connect to the network? If this type of notifications does not exist, they should implement them in the app, it would be very useful from a security point of view.

Personally, I think that creating a 'Whitelist', to give access only to trusted devices, along with receiving a push notification when a device wants to connect to the network, would be the safest option.