I've got a similar problem. I have confirmed user has email notifications turned on. I have checked Sendgrid, and there is no trace of the email notification being sent at all - I changed their email to a different provider just in case, replied to one of their threads, and still nothing is being sent. It seems isolated, but I can't find any reason whatsoever why this user's notification settings are not working as expected. No Email Error logs, and no records in Sendgrid of Invision ever sending anything.
Any ideas where else I could hunt this down?