Under Automations. (under the ‘hamburger menu’ on the top left
select Automations, New Automation (plus sign, top right), If (plus sign to add a new trigger) , Device Status, Scroll and pick a device, then pick a condition, and what state you want to trigger on (for demo sake say lock, lock state Locked or Unlocked) then save.
You can further confine your trigger by adding more conditions, such as location mode, etc.
Now for the what:
Pick Then (plus sign), Notify Someone, Send notification to members (to send a push message through the app (affected by those notification on off switches you listed), then Type in the message.
ST doesn’t throw notifications on individual devices by default (again because that would spam end users) so every notification comes from some kind of SmartApp or automation - The notifications coming from ones you’ve turned on are probably triggered by various SmartApps (for instance STHM has a number of notifications it throws, so does SmartLock Guest access, and many more… If you want to get really fancy you can install something like WebCore and write your own complex conditions.
For instance, alert if the front garage door open and it’s less than 40 degrees or the wind is over 10 Mph coming in from the WNW or if it’s after sunset but only if the garage isn’t occupied…
(Yes I actually have a webcore piston that’s that complex - it makes sure I don’ t have to clean the garage because wind blew leaves in)
For the ones that aren’t throwing notifications, it’s simply because one isn’t setup - or you turned off the switch in the notification area for that app.
Hope that helps clear it up.