When logging into Chrome, the push notification goes to the Zoho OneAuth mobile app installed on your phone.  This must be logged in with the same Zoho account. Check also that notifications for OneAuth are enabled on your phone:

On your phone:

In the Zoho OneAuth app:

make sure you're logged into the correct account, and under settings, make sure Push Notifications/MFA is enabled.

In your phone settings:

go to apps and find OneAuth and turn on Allow Notifications and make sure low battery or focus settings are not blocking notifications.