Same setup here, installed according to: https://docs.mattermost.com/install/prod-docker.html
BUT the docker installation is behind a nginx reverse proxy. Everything works fine through the proxy except the notifications from Chrome or the desktop app. I don't get any notifications by Chrome about Websockets not working and looking at the troubleshooting instructions I tried to adapt my reverse proxy config to mirror those but that didn't help.
The only difference to the original post is I am running:
Mattermost Enterprise Edition - Modern communication from behind your firewall. - Version: 3.6.0 (3.6.2)