This issue is likely caused by typing "Everyone" in the safeguarding notification setup, rather than leaving the field blank. The default is "Everyone".
When you do this, the system thinks it should deliver reports based on the username "Everyone".
Check your existing Safeguarding notification by going to the Reports menu, under the Safeguarding submenu and clicking Notifications.
If it displays the User/Group as "Everyone" with a blue user silhouette like pictured, edit the notification and delete the word Everyone, leaving it completely empty and save the change.
After this, the notification should appear with a grayed out User/Group indicator and the safeguarding report is generated correctly.