Even if notifications used battery power (they don't, although the apps they come from might), it would be negligible and the battery savings would not be noticed. All your notifications will show up immediately when you turn off dnd. If you get a lot of phone calls, you might save battery in dnd by virtue of the fact that the phone does not ring or vibrate. You will only get the missed call notification later. Again, the battery savings will not be significant.
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