gmail notification for Chrome desktop not working on Macbook Pro running Catalina

I use gmail and chrome on my MacBook Pro for email. After upgrading to Catalina, when a new email arrives, I hear the notification sound, but the banner does not appear. This problem has only started after upgrading to Catalina.

Also, when I click in the upper right hand corner of the screen, and look at the "Notifications", there is no record of a gmail notification. However, there are records of notifications for other programs, so I know that notifications are working in general.

I. System

In System Preferences->Notifications, I select Google Chrome from the list of apps. The light blue slider is to moved the right, saying "Allow Notifications from Google Chrome".

II. Chrome

In Chrome->Settings->Site Settings->Notifications

I see

*://mail.google.com/mail*

embedded on *://mail.google.com/mail*

is under the "Allow" subheading.