@meredrica notifications will only work if the page is open and connected to the internet. We don't have a serviceworker or anything like that for delivering push notifications.
Chat messages don't create a notification for each message received (to avoid notification spam) , instead only creating a notification after a set delay after the last message received, if it isn't read in time. They should produce a sound every time, though. If this is not the case, please open a GitHub issue.