Something I only just noticed today, but had been going on for a while now, evidently - a few posts I had made on one of my sideblogs had been getting interactions for at least a couple months without me realizing it because I had gotten no pings on the sidebar telling me such. I get notification pings on my main without issue, but my sideblog will show no new notifications unless I go manually to the notifications page. I don't know when this issue started, although I do remember when I joined I would see notification pings in the dropdown when I wanted to switch blogs in the past, that I also have not seen in a while.
I definitely have the notifications in sidebar box checked under my sitewide settings as well as the type of notifications I want to see individually. This seems like a bug.