I’m trying to create a helper group for all the devices to simplify notifications but when I try to edit the group, there are no available entities in the “Entity” box. I was hoping to make a group for all our cell phones but not sure how to make that work 
It is very unlikely that you have any notify entities. Currently, most notification integrations do not have their own entities. Each notifier has its own service that can be called as an action. You can see and test the available services in the Actions tool . For mobile app notifiers the action ID will be along the lines of notify.mobile_app_your_phone_name.
Only a small number of simple notification integrations have been updated to use notification entities and the notify.send_message service. More integrations will be transitioned in the future as the requirements of making it work for more complex notifiers are figured out.
Currently, notifier services can be grouped through YAML configuration.
Thank you for the clarification! Your answer should be added in the ha docs - this was not obvious. I assume the most practical way today is to create a script with parameters and call each notification service instead of the group approach?