On one of my FB pages, I had the cross-post option but I just realized today it's missing now. But on my other page, I've never managed to enable the cross-posting option :(, and I set up everything exactly you did.
Your question is somewhat unclear so these official pages will help you find your answer.
How do I turn Messenger notifications on or off?
How do I choose which Facebook notifications I want to get as text messages (SMS)?
How do I change my notification settings for a Page?
How do I adjust my email notifications from Facebook?
Choose What You're Notified ...
Go to https://www.facebook.com/pg/YOUR_PAGE/groups/ there will be another button to hide notification:
However not all the groups are shown in this list, and not always a group has this option. I don't know why