I blanked the screenshots when I thought you might have seen them. I'll blank my bookmarks bar and leave them uploaded this time.
I have never before seen "You have a cross-wiki notification", or even heard of the cross-wiki setting before you mentioned it. I assumed notifications were automatically cross-wiki. I'm so sure that at some time I have had a cross wiki notification, but all I can truly remember is that I sometimes got notifications, but when I clicked the icon, no new notification appeared. I always assumed I had been pinged to a discussion and missed it.
What may be relevant is that I have been through the list of Chrome functions at one time and disabled many of them, but I imagine the notifications are server side only. I used to use the green on black version of Wikipedia, and I use a personalised signature. That's all the preferences I remember using. I just do not play with the preferences and settings.
You have given me 4 options but none of these seem to be correct. I get the lit button, I press it, it shows only on-wiki notifications. After I press it, the button is no longer lit no matter what I do or what I see.
No, I don't expect anything from you, Trizek. In fact, I had taken it for granted that you were a volunteer until now, but I should be aware that you are an employee. I may have been a little bit condescending in the other thread, about deleting notifications. I know we should expect more careful interaction with volunteers and more demanding interaction with employees. It is difficult to explain that. You're fine. I'm sure the screenshots will show the full content of my problem. I press the button, I get on-wiki only, though the button lights for the notification, and goes back to unlit after I clicked the list. In these screenshots we can see "Notices from other wikis"... but on en.wiki my notification list is long. I have not seen this before and to find it on en.wiki I have to scroll a long way down.