Why does the shop notifications don't work?
Please note that messenger notifications will only work if the user purchased from your store through messenger.
To enable this, you have to create a messenger chatbot flow then add a button that uses Ecom Urls. For the admin, you must subscribe to MMIO messenger notifications.
Go to My Account → Notifications → Subscribe
As for the shop notifications, try to clear your Messenger App cache. Try using another mobile phone/device to do a test purchase, as well.