Facebook notifications on Windows 10

I keep receiving notifications whenever I get a message on Facebook Messenger. It happens all the time, even when my internet browser is closed (I use Google Chrome). It's not the general notifications, only the direct messages. I can't turn them off.

I've tried turning notifications off on Facebook, but they weren't turned on to begin with. I've been into the settings on my PC and there's nothing there. I tried using this blog: https://www.howtogeek.com/219703/how-to-disable-notification-sounds-in-windows-10/ but my settings doesn't have an option to turn off all notifications and sounds. I turned off everything I could, and I still get that little ding play.

It's incredibly frustrating, especially when I'm recording something or trying to focus on an assignment, considering I'm in multiple chat groups.

Info from SysInfo:
Tech Support Guy System Info Utility version 1.0.0.4
OS Version: Microsoft Windows 10 Home, 64 bit
Processor: Intel(R) Core(TM) i5-4200U CPU @ 1.60GHz, Intel64 Family 6 Model 69 Stepping 1
Processor Count: 4
RAM: 16293 Mb
Graphics Card: Intel(R) HD Graphics Family, 1024 Mb
Hard Drives: C: 149 GB (2 GB Free); D: 762 GB (759 GB Free);
Motherboard: ASUSTeK COMPUTER INC., ET2321I
Antivirus: Trend Micro Maximum Security, Updated: Yes, On-Demand Scanner: Enabled

Note: The notification plays on my laptop as well. I'm not sure of the specifics, but it's a Lenovo Ideapad 100s.