I too Can't turn off accuweather.com notifications
I too had this problem, and the solution I'd seen on another post about this (but couldn't reply?) was to visit Safari Preferences > Extensions.
I did not have any Extensions from Accuweather, but I did find the culprit under the Websites tab in Safari Preferences, and select Notifications. Apparently this is where websites can request to send notifications to your desktop.
Thanks for pointing me in the right direction, Brian Lazara
https://discussions.apple.com/thread/251439075?answerId=252794206022#252794206022
MacBook Pro 15″, macOS 10.14