Send all notifications all the time I just realised someone sent me an email 6 hours ago. This was an important mail.

I think I was watching a full-screen video in Safari at the time.

Does macOS block notifications when you are watching films? I've noticed this problem before, maybe I'm off the mark but missing notifications has become a problem as of late.

How can I make sure I'm getting all notifications (specifically Discord and Mail.app)
If you go to Notifications in System Preferences you can access the notification settings. Each individual app can have the style of notification changed, as well as some other settings. You can also set the Do Not Disturb hours and settings, which will prevent notifications from displaying.