This involves members not receiving emails on threads they are watching - but have NOT started. That is, they have posted later in the same thread and have email notifications on.
I originally had one member reporting and I used his account to make sure of it. The emails are not hitting sendmail (on the same server) so I do not think this is not a SPAM or blacklist or similar problem.
The same users get emails about private conversations reliably. In fact, the test account(s) I used received emails when they started a thread - just not when they replied later.
It should be mentioned that all of these users were imported in XF. One of them started a new account after they got frustrated, and that seems to work OK.
Update - Many users are reporting the same behavior (I asked, and lots are reporting). All their prefs are correct.
Update 2- This may not be a bug, but may be users (and I) misunderstanding what "receive emails when people reply" means! That is, the default behavior is not that...but:
"XF only sends a user one notification for a watched thread until the user views the new posts in that thread. If there are 10 new posts they will only get one email until they view those 10 posts. So if they are not viewing the new posts then it is expected that no new email will be sent."