Make sure your domain and server IP is not in black-list of some email providers. Check all those users email addresses and see what email providers they use. There are many websites where you can check your server IP and domain for blacklists. 

I'd also recommend you to configure WordPress SMTP:

https://wordpress.org/plugins/wp-mail-smtp/

You should also monitor sent emails, there should be some tool in hosting service so you could see whether emails are sent or not:

https://forums.cpanel.net/threads/view-email-logs-for-all-emails-sent-received.251631/

This plugin can be helpful too:

https://wordpress.org/plugins/email-log/

Please let us know what notifications they don't receive (new topic, reply, mentioning)?

Have they checked in the spam-box? 

Thank you Sofy,

replies and mentioning,

yes they did.

Please let us know what notifications they don't receive (new topic, reply, mentioning)?

Have they checked in the spam-box? 

any idea why is happening ?

Are there any settings that a member can change ?