Issues with Microsoft Edge notifications on Mac OS X

Hello there, 

I started to use Microsoft Edge on my MBP running on Mojave 10.14.6 (18G2022), and I can't manage to get notifications working for two sites in particular : 

1. https://messenger.com
2. https://messages.google.com (SMS interface for your Android Phone)

I used the application feature to create two apps for those 2 websites, which both run smoothly and it is by far my favorite feature over all MS product on Mac OS X. 

So everything works fine, except for the notification part, I allowed everything I could authorize but it just doesn't work, when I should get a notification for new message, for both messages.google.com and messenger.com, I get nothing. 

Do you guys have encountered this issue ? If so, did you find a solution to get it working ? 

Thank you for your help, 

Fred Moreno