Ok, this is a strange thing about slack as documented in Reddit. Most iOS applications have a notification list and you can turn it on and off, but with Slack, each "room" has a notification setting in the upper left (triple dots) section, you need to select notifications and turn them on.
Otherwise, you will not see notifications in the Settings/Notifications section. Super confusing. So when you get new Slack rooms, make sure that this is on.
Photo by Yannick Pulver on Unsplash