I changed up 3 different options that you overlooked.
the way the forum has them spread out in different areas makes it hard for the user to set them all correctly w/o a lot of looking.
the one area I am not sure of yet, is receiving the emails themselves.
the forum has been having an issue where it sends them out to some folks, and not to other folks.
also, you need to check that the forum's emails are not ending up in the SPAM folder in your @yahoo.com account.
yahoo has been sending me emails, so would hope that they aren't red flagging yours.
when I post this, you "should" get an email within a minute or two.
check to see if that is so.
Also, there is one other thing you can do for "each thread", and that is to use the Advanced Editor to specify that you definitely want notifications "on this thread".
you can activate Advanced by either:
selecting "Post Reply" on left side of page below the last post.
Choose "Advanced Options/Editor" button below the regular "quick post" editor.
Once you are in Advanced mode, you can scroll down to this part and select how you want to be notified.