Keith,
In brief:
"Owners of HTCondor jobs are notified by e-mail when certain events occur. If defined by Always, the owner will be notified whenever the job produces a checkpoint, as well as when the job completes. If defined by Complete, the owner will be notified when the job terminates. If defined by Error, the owner will only be notified if the job terminates abnormally, or if the job is placed on hold because of a failure, and not by user request. If defined by Never (the default), the owner will not receive e-mail, regardless to what happens to the job. The HTCondor User's manual documents statistics included in the e-mail."
So, always should notify you whenever the job is check pointed or when it completes (either successfully or in failure).
There are no special notifications for DAGMan that I know of. They are sent for DAGMan submitted jobs in the same way as if a job is submitted without DAGMan using condor_submit.
The -notification option to condor_submit_dag controls the notification for the DAGMan job itself, and essentially corresponds to what value is inserted for the notification submit option in the generated submit file for DAGMan.
Hope that helps,
Louis