If someone makes a comment on your feed it can be easily missed, overlooked, or pushed down by other events if you have a lot of activity on your page. It would be nice to have a tab added next to Posts called " Commented" (A better name might be needed here) with a number showing unread comments in your feed. This new tab would only show activity feed items that have comments. That way you can easily continue to have a conversation with other members and not have it be lost in the feed.
Status changed to 'Under Review' - You can filter items with comments from the More > Activity Feed page, but this doesn't take into consideration what you haven't read yet. That might be a little tricky to implement. I certainly see the need for this type of option. Just need to give it some more thought.