I haven't been getting notifications from all my threads in the drop-down menu recently, I have to go to the user CP page in order to see them all. Quote notifications never show up in the drop-down menu either, and sometimes not even the CP page, even though I often get a notification from the thread if I'm subscribed to it.
Have you tired the obvious...logging out, clearing cookies and cache and logging back in? I, personally, haven't had any problems, so I can't say anything from personal experience... Just certain threads? Is it somewhat predictable or just random?