If your web site isn't receiving the notifications from Ebay even though you have everything configured AND **you're using oAuth tokens** for `SetNotificationsPreferences` request then you have nothing to do except contact the Ebay support.
Currently they have a special **whitelist** where they have to add your `APP ID` and the only way to add your app to that **whitelist** is to contact them. You can actually try to post a thread on their forum, but in this case you have to wait while someone form ebay staff will notice it.
Unfortunately the Support costs money and the price is **$75/hour**. Good news is they are not billing you for the request to whitelist your app so you can spend that hour for something else.