Hmmmmm... maybe the other one is better - tis a close call for reasons I'll not bother with.
Switching back to first alternative - since possibly problems were these spam filter-y ones not others.
Trying something else here... Also see if DS has managed to confirm his sub... (probly using kinda crappy pre-edited confirmo-form)
Also - you are listed as "Subscribed" - so did you get this comment?
Odd, it works for me - though am testing again anyway. I'm going to have to ask someone else to try it out. I wonder if emails are getting trapped in your spam filter. Also, you might try the alternative to "Replies to my comments" ("All"), to see if it makes any difference.