I believe the email notification thing is periodically turned off, due to the incredible strain it places on the forums server.
So it would be no surprise if it was turned off again.
As to the PM notification it works for me, as long as I'm logged in when I refresh I'll get a notification of a new PM.
However I don't get PM's notifiying me of topic replies, so that is probably turned off.
About the best you can do is to subscribe to threads (assuming that isn't off too) or else to simply "search for new posts" when you first login. More time consuming, but it works.