When you set up Sage Verify, a prompt asks if you want to allow notifications.
If you select Don't allow, the app can't send you notifications and you can't amend this setting in the app.
If you selected Allow for notifications when you first set the app up, follow the push notification not received article.
To change this, remove your 2FA device. Then, set up Sage Verify again and select Allow when prompted whether to allow notifications.
When you select Allow, this turns on notifications within your Sage Verify app and opens your device notification settings.
Ensure you set your device to allow notifications on the Sage Verify app.