Do you use gmail? I was having the same problem with alerts for reviews/new stories/chapters/etc. Then I changed the email that I had FFn sending alerts to from my gmail to another address that I actually have forwarding to gmail. Strangely, that worked and I haven't had a problem with alerts since.
...of course, this now means that I'll never get another alert again, ever, just because I said that. *sigh*
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...of course, this now means that I'll never get another alert again, ever, just because I said that. *sigh*