"Post can't be empty" Uh?
Click on you profile icon in the upper right corner
Click on profile (bottom icon) 
Click on preferences (right side icon)
Click on Emails
These are my settings, please compare it with yours:
And please check if these notifications are not recognized as spam in your mail client.
Thanks.
The menu's use of icons for one level and text for the next is really horrible.
My settings are the same as yours. I get the non-receipt of email notifications here must be due to "only when away" (a really poor choice of default IMO) so I have changed that to "always":
Fingers crossed.
Thanks.