With all due advance apologies that I don't usually look at this forum and don't know if it's been addressed:

Several times I've started a thread and have added Notification type Instant E-mail Notification. I've received no e-mail notices, then I've looked at the forum and seen that replies have been coming in for hours. I go back to the thread and subscribe using Thread Tools, and the e-mails come in for replies after this point. Something I'm doing wrong, known bug, ...?