How do i notify GitHub pull request for each stage of a parallel Jenkins pipeline?
I don't think I can help you with this, but I think I can suggest you where to look for a relevant information.


You can report any status check to your PR using Status API (https://developer.github.com/v3/repos/statuses/)
You can configure which Status checks are required from PR (https://help.github.com/en/github/administering-a-repository/about-required-status-checks)
Since pipeline is actually groovy code, calling Status API should not be a challenge. (Example with CURL - https://www.openmakesoftware.com/restful-json-api-calls-jenkins-pipeline/, example using native groovy - https://www.deployhub.com/native-groovy-api/)