How do I set up Slack to send notifications to my Android phone? I must have missed something, but I can't get push notifications working for the Slack app on my Android phone.

In the settings of the app, I've set the Send me push notifications for option to Activity of any kind, with a Push timing of As quickly as possible. I also deactivated the Do not disturb feature just to be sure.

The Slack app is authorized to send me notifications in the OS settings.

What did I forget? Is there a hidden option in the Slack web application that I'm not aware of?
You might have different settings for each channel, so that the channel you are testing with, does not send mobile notifications. 

With a channel selected in the sidebar, click the Notifications icon (the bell), and check the settings for the channel you are viewing: 



In the Mobile push notifications section, make sure you have not selected Nothing. And make sure you have not checked the Mute this channel option: