Forum notifications was broken in one of the forum releases earlier than DNN 4.9.0. I'm not sure what version this DNN forum uses, but it has been several years since I've ever received any notification to any thread that I have checked the box for "notification" at the bottom of the thread. I don't know if that "bug" that appeared several years ago also affects the type of notification you are trying to use. I have never used the forums on any of my sites, and I don't know if there is a workaround for the bug. There is a recent release of the forums module that was supposed to fix a ton of errors, and it seemed notifications was one of them, but again, if they are using the latest release here, the notifications bug is still present because I still don't receive notifications of a response to a thread. Maybe the bug will eventually have a solution, it worked great several years ago and my email address hasn't changed. I just keep checking that "Notification" box in hopes that someday it will work and I won't have to keep coming back to the forum to check and see if there are further posts to a thread I've subscribed to...
Godaddy - horrible host for DNN, they are the single most DNN UNfriendly host in existence, and several years ago they were using security protocols that were outdated by several years! Outdated security protocols is a huge red flag imo, and my clients as well which is why they dropped Godaddy when they wanted ecommerce. Godaddy is great for domain registration, but I would never ever host any of my own personal or professional websites on any of their hosting plans, not even if someone paid me to. Anyway, if you must stick with Godaddy, you can upgrade your DNN installation by unzipping the upgrade package and FTP'ing the files manually. I did that for a client at Godaddy before we switched them over to 3Essentials hosting. We were forced to switch over when Godaddy web hosting wouldn't allow the use of PayPal Payments Pro with Catalook, we had problems that stemmed from Godaddy's outdated security protocols. Anyway, web hosts often don't have the latest DNN releases available for autoinstall or autoupgrade, but you don't have to rely on the host to provide them. Most of the time anymore I just ftp all fresh installs and upgrades and don't even use the web hosts provided auto-installs. The web hosts often will have a modified default.aspx page for dnn that includes their own advertising at the bottom of the page in the form of a link to the web hosts website. An upgrade of your DNN installation and upgrade of the forums modules may fix the issues you are having. It's also possible you may need to downgrade your dnn install to a previous version where the forums module notifications actually worked.