[2023] Will there be a Naxx skip to Sapph / KT

Yes. Today’s patch includes the Orb of Naxxramas just inside the entrance to Naxxramas. You may use it to teleport directly to Frostwyrm Lair.

The Immortal and Undying achievements will still require you to clear the entire raid, without any deaths during any boss encounters, within a single lockout. That can be done in any order now.