Push notifications on shared lists for personal accounts is available in To Do. Push notifications for AAD accounts (work and school accounts) is work in progress and will be enabled soon.
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I agree with all these complaints about ToDo. I have also migrated from Wunderlist and am now very disappointed that there are no notifications in ToDo. This is an urgent issue as this app is essentially useless without any notification feature.
As well, please make it intuitive for users to find out HOW to enable notifications. There should be a pop-up instruction when this core functionality is activated.