When setting up a notification it is important to select the recipient as needed before saving, otherwise the email might be sent to the incorrect person.
If the notification is set to be sent to the line manager but the employee receives it instead, it is also possible that the employee doesn't have a line manager added.
Check the notification's settings
Go to Setup and click Settings.
Click Notifications and then click the notification that is being sent incorrectly.
Click Edit in the Emails section.
Make sure that the recipient is set to Reports To and click Save.
Click Save again.
Check the employee's line manager
Once the above has been completed, make sure that the employee has a line manager added:
Search for the employee and go to their profile.
Click Employment and then Position.
Click Post Details.
Click Approval and then Approvers.
Click Edit in the Reports To area.
Click Select Post, then Change.
Select the post that needs to be set as line manager. Make sure that it is not an empty post (this post needs to have at least 1 employee in post).
Click Save.