Can explain to why I don't get notified for all of my inbox messages?

you can change the settings by clicking on "filter messages"

I miss a lot of notifications here, sometimes after weeks I go back to my questions and see lots of new responses that I never realised were there

That's happened to me...wasn't getting any notifications for a while...and then one day it started working again.

I don't get emails for everything that happens here but I nearly always get the notification on the website. The only times I haven't have been when pages have been slow to refresh and I've been clicking to either read messages or clear notifications.

Check your message requests. You only get notified by a number on the envelope icon from people you've talked to.

I dont have that problem because I’m not very popular here 😂 but I have seen others mention about missed notifications so it’s probably the site getting overwhelmed at times. Not your fault and I hope the person realises that

It's the internet. Shit happens. I know the person you speak of and that they say they sent a message.
There are enough posts and comments about missed notifications, that if they still hold you at fault, then nothing you can say will change their mind.

Have you set it so the messages just go to message requests instead of inbox.

I get that sometimes and it really bugs me cuz it takes me ages to catch up