@joaolmf,
You may need to allow cookies on this particular site for notifications to come through, but it’s hard to tell since I can’t test this myself. Can you try the following:
First, try visiting the site, opening your Shields panel (Lion icon in the address bar) and changing the cookies setting to All cookies allowed. The page will refresh – see if you’re now able to view notifications.
If that does not work, can you try disabling Shields entirely (main big toggle at the top) just to see if they are the cause of the notifications not appearing?