Hmm. This sounds like it might a bug in the forum software.
I can see that you've disabled all notifications and as far as I know, that is known to be effective and the relevant notifications are stopped (which seems to be the case in that you receive no notifications after making that selection) - but the bug might be that watches set up before selecting that are not properly stopped. If that's the case then I'm afraid the only solution is to be patient until the threads sink out of sight through old age, taking notifications with them.
There is also a possibly related bug in the way that topic watches are disabled - unless the "Stop watching this topic" link at the foot of the page is clicked on the first page of a thread, it doesn't work at all.
It might be worthwhile revisiting a thread you'd expected to have stopped sending alerts, and ensure you've switched off the alerts on the first page.
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Giraffe: a ruminant with a view.