Hmm...unfortunately I'm not sure we know anything from that. The question is, if you had not done step 3, would the user have gotten the email notification? Try filling and emptying the test user's PM box a few times (without running the query at all) and see if they get the notification each time. If the user gets a notification each time, then we still don't know what the problem is with the users who aren't getting email notifications. ETA: ... but if the user gets one notification and then doesn't get any more, then my theory might be correct.
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