That's very annoying. Here are three things to check:

(1) Remove notification permission for any unknown/unwanted sites. Here's how:

On the Settings page, in the tiny search box, slowly type perm to filter the page to the Permissions section. To the right of Notifications, click Settings. Remove permission for any sites that you don't trust.

(2) Unregister any unnecessary Service Workers. Here's how:

Type or paste about:serviceworkers in the address bar and press Enter to load that page. These background scripts keep running even after a page's tab is closed. Unregister everything you don't visit frequently as well as everything you do not need notifications from.

(3) Purge any untrusted extensions. Here's how:

Open the Add-ons page. Either:

• click the Extensions button (puzzle piece) on the toolbar > Manage Extensions
• Ctrl+Shift+a (Mac: Command+Shift+a)
• "3-bar" menu button (or Tools menu) > Add-ons
• type or paste about:addons in the address bar and press Enter/Return

In the left column of the Add-ons page, click Extensions. On the right side, find the "Manage Your Extensions" heading.

If there is at least one extension before the next heading -- "Recommended Extensions" -- please continue:

Then cast a critical eye over the list below that heading. Any extensions Firefox installs for built-in features are hidden from this page, so everything listed here is your choice (and your responsibility) to manage. Anything suspicious or that you just do not remember installing or why? If in doubt, disable (or remove). For your privacy and security, don't let mystery programs linger here.

Any improvement?

Note: Sometimes extensions can frustrate access to this page. In that case, first restart Firefox in its Troubleshot Mode and then try again. See: Use Troubleshoot Mode in Firefox -- Open, not Refresh.

I have no extensions so that didn't help . While I was waiting for a reply I did a Bing search for my problem and I found a solution that worked for me. I was coming here to post my solution when I saw your detailed reply. It is very similar to your first solution.

https://malware-guide.com/blog/remove-fastguard-pro-from-pc

Mozilla Firefox

   On the right corner of the screen, you will notice three dots which is the “Menu”
   button.  Select “Options” and choose “Privacy and Security” in the toolbar present
   in the left side of the screen. Slowly scroll down and go to “Permission” section then
   choose “Settings” option next to “Notifications”  In the newly opened window, select
   all the suspicious URLs. Click on the drop-down menu and select “Block”

Thank you very much for your detailed reply!

My problem has been solved and I will mark it as that.

Thank you for reporting back.