Notifications links structure does not allow screen reader to naviguate into dropdown elements (with top/bottom arrow)
Dropdown is a interactive element with tabindex="0" and the focus is replaced into dropdown on open. But the dropdown is in a <a> element which is already an interactive element.
An interactive element can not be placed into another interactive element. The assistive technologies are lost. The dropdown should be outside <a>.

Moreover on ECHAP key, the dropdown is correctly closed but focus should be replace on expand button