I have noticed that first posts sometimes do not appear immediately, or even at all, in the "First Posts" review queue. A case in point is 72163, which certainly was a first post but never appeared in the "First Posts" review queue, insofar as I could tell. I "hovered" over the queue for ten minutes after I saw the one-minute-old post, refreshing the page every minute. Moreover, examining when others reviewed first posts, I found no activity within the past 10 minutes. This seems like a problem to me.
More generally, is there any way to know when any of the queues have items to review, apart from going to the review page?