There can be an issue with email notifications sending from the your domain to your domain. This can be caused by spf records for you site that limit where emails can be sent. Specifically, your hosting server may not allow emails to be sent from your domain to your domain to prevent spoofing.
Using this command, you can see if there is a spf record:
nslookup -type=txt DOMAIN.com
If there is a record, that may be the issue:
v=spf1 ip4:##.##.##.###/32 ip4:###.##.###.###/32 ip4:###.##.###.###/32 a:zixmail.net a:smtpout.zixmail.net a:smtpout.zixmail.com include:domain-com.spf.smtp25.com include:spf.protection.outlook.com -all
The installation of SMTP plugin helps. WP Mail SMTP is an example.