Just Wanted to say Thanks. Haven't checked out the setting.
Apologize for the inconvenience 

Just to confirm, have you tried these steps to manage comment notifications: https://goo.gl/SFb8wj ? Keep us posted!
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Thanks. Twitter will use this to make your timeline better. UndoUndo
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Can I DM you for a small issue?
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We'd like to help. Could you share more details about the issue? We'll look into it.
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iam facing same king of problem. iam receiving notification but my subscription bell is not working what should i do.
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We'd like to help. Could you share more details about the issue? Send screenshots our way and we'll take a look.
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