If you look at the PMs that haven't given you notifications, is there anything other than plain text in them? Links, images, international characters, etc, or are they simply long? I'm vaguely remembering something like this happening before to someone.
Like I said, they are long. There are no links to anything. In fact, those that had links were a problem before but they aren't now. Some that had quotes were a problem before but they aren't now. In fact, I've been receiving PMs from this person for years and they've always been long - and - when there was a problem before the notification would come but the text would be missing.
Now, the email doesn't arrive in the Inbox at all. However, as with many other things on this site something has changed or been changed and some notifications (not PM ones) are going to my Spam folder. The most amazing thing is that while notifications for some threads are going to Spam other notifications for the same threads are going to the Inbox so it can't be me, something I did or something in my profile as has been suggested about it being my fault at other times.
I'll be marking the notifications in Spam as Not Spam but if E is routing the notifications there is nothing else I can do but - I suppose - learn to live with it as I have with several other things here.