After marshmallow update, I have noticed that some(not all) notification setting are lost when turning off/on or rebooting device. Is this a known issue?
Notifications in certain apps that were once marked "block all" in the App Notifications settings return to default settings when phone is rebooted or powered down then back on.
Maybe there's some conflict between the own app settings and the general phone settings. Which apps are you having problems with? I've checked in my X Play and I don't lose the block all setting after a restart. You could try clearing cache for any of those apps, make sure the notifications are off and then restart.