Windows 10 mail App, notifications

Just started using the Windows 10 mail app. Unfortunately, not receiving notifications. I checked the option to have notifications come up in the Action Center, as well as Notification banners and to play a sound. Unfortunately, not receiving notifications. In the mail app, I tried Setting it to check for messages Every 15 minutes, and based on my usage.
I read somewhere that you can check for items "as they arrive", but this option isn't available for some reason. Is there anything anybody can suggest to try to get new message notifications to show up?

Brink said:

Hello swlabr, and welcome to Ten Forums. :)

You might also double check using the tutorial below to see if it may help with the Mail app notifications. I've found its notifications to be a bit spotty as well though.

https://www.tenforums.com/tutorials/2...dows-10-a.html

In the tutorial, it displays a picture of going to "Settings", "Privacy", "Background Apps", and setting "Mail" to run in the background. For some reason, I don't appear to have the option for mail.