> Do employees get notified when their account is logged into or used (e-mail/SMS/otherwise)?

No. It's a tricky situation too, since even if one did receive such email, I won't look at work email until working hours. So even with such a notification, if you logged in on friday 20:00, you've over 50 hours to do your work.

I might also add that Okta DOES NOT support any form of physical 2FA (e.g.: yubikeys), only software-based ones.