Latest is called Everything on the sidebar by default. On my screenshots it’s named All.
But yes, it’s true that Unread and New don’t show on the sidebar now. I thought they showed there just as they had before on the hamburger dropdown. Maybe I remember wrong or it has been changed. There’s still constant updates to the sidebar.
The contextual info about new content on the sidebar are notification dots following all menu items that hold new content for the logged-in user:
