Solved For watched threads without e-mail notification, alerts do not appear

I assumed that without e-mail notifications, there would be some other method of drawing my attention to new posts in watched threads but it seems that there's no notification; no alert when posts are added.

What am I missing?
Something. For me there is a bell-symbol in the top-right area, and that gets a red flag with the number of watched threads with new posts. (But I have email notification active as well.)
Under your Preferences, you can select the forum style, time zone, etc. Below that, you can check some boxes to control when you receive notifications (that bell symbol). I think that might be what you're looking for.
My preferences (below) are correct. I don't get the required alerts.

I have these settings. I've never changed them and never receive emails from other than maybe for account verification when I first registered.

Screenshot at 2021-07-29 18-59-14.png
E-mail is not the problem.

It seems that alerts are broken, when I opt to watch a topic thread without e-mail notifications.

Probably a bug in XenForo, I'll take a look in a XenForo area.
"without receiving email notifications" is already ticked by default default when I click the "Watch" button on a thread. It always works for me; I get the notifications under the bell icon but no e-mail.
I'm marking this as Solved only because I find it difficult, sometimes, to understand how XenForo determines whether something is unseen by me. If I can't understand that, I'll not pinpoint a problem (if any).