To the members that are having this issue, I got in touch with the TM team, and it appears to be a bug that they are aware of and are trying to sort. Please let them know if you are having this issue as the info you provide may help in fixing the problem.

Hi Michelle, thanks, I checked the link you gave above, and followed through the options, but there is no 'Turn on Trade Me notifications'. All available options are turned on already, and when I go back a step it says 'Enabled (Receiving 20 types)'.