E-mail notifications have nothing to do with markers that show what forums/topics are unread, so those settings don't affect that.

That said, I did find a problem with the form that controls e-mail subscription settings, so you might want to go back in and check that they're what they're supposed to be.

As for Ziz's original issue, I'm still seeing properly bolded text and blue folders when a forum has new posts. I checked in Firefox--the browser doesn't matter, by the way--and I'm seeing the same thing. Not sure what to tell you guys.