You can group the points by eye in this case:
ggplot(DF, aes(x = X, y = Y,
colour=ifelse((Y >= 33.5 & X < 15000) | Y > 33.5 , "high", "low"))) +
geom_point(alpha = 0.6) +
geom_smooth(method = "lm") +
scale_x_continuous(labels = scales::comma) +
labs(colour="")
