Circle not sending notifications

We have Circle enabled on our Netgear router, but we don't get notifications when something has been filtered, or when a phone with Circle Go on it goes off the VPN. I know there should be a notification when the phone goes off the VPN. Should we get a notification when somebody has tried to go to a blocked website? I honestly don't know if that's a feature, or if you would have to go into the app and look at what has been filtered. Any ideas?

Thanks