Notes from online sales orders will not show up on the Online Sales Order notifications you receive. You can find them on the individual sales order record in the documentation tab. 

You can also build a query to search for any online sales orders (donations) that include notes:

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1. Create a Sales Order source-view Query
2. From Revenue\Sales Orders pull out Sales method type and say IS EQUAL TO Online Sales
3. From Notes pull out Notes and say is NOT BLANK.

You can run this query regularly to see if any online sales donations include notes!