You need to elaborate what the issue is. I don't understand what the issue is. 

it allows plugins to have _blank in there href  

theres so many plugins that have it and when you click a notification it opens in new tab
and it should not open new tab it should open _self

Are you referring to on-site notifications? If you click on the notification on the site it opens the page with the activity in the same window, it does not open new window, please check 

yes some notification open same page some open new page 

which notifications? what activity? I can't find any item in the notifications that opens in the new window. 

sorry i was bit pissed off yesterday as i was fixing them i did not note the ones that are the problem
from memory was only 2 default plugin core notifications and maybe 5 3rd party plugins

all were easy fixed in language 

i dont know how hard it would be to make the plugin just simple strip the _blank from href
if not will have to wait i do another full clean install for testing site again 

I'm sure you have notifications on your live site - thenaughtretreat.com can't you test it there? 
Because I have, I believe, almost any activity in my notifications on the test site and none of them opens in the new tab. 

Anyway, keep us updated. 

no sorry i fixed everywhere at same time 
i have learnt that even small fixes like these its better do on test site then if all good do on main site as oxwall is like carry  stick of dynamite that has been lit and fuse went out 
you never know when it will blow 

I'm sorry? So there's no such issue on your website now?

no i fixed them all so will have to wait for me do full install again 

ok, keep us updated.