Notifications for both the Keyboard Maestro Editor and the Keyboard Maestro Engine are turned on.
The KM Editor and the KM Engine have full disk access in Privileges and Security.
And I have run the following script.
defaults write com.stairways.keyboardmaestro.engine "Notification-Information" -bool YES
defaults write com.stairways.keyboardmaestro.engine "Notification-MacroExecution" -bool YES
defaults write com.stairways.keyboardmaestro.engine "Notification-MacroCancelled" -bool YES
defaults write com.stairways.keyboardmaestro.engine "Notification-ActionFailed" -bool YES
defaults write com.stairways.keyboardmaestro.engine "Notification-ReceivedClipboard" -bool YES