What do you mean, that you find a lot of notifications from social apps? Are they suggesting that there is no connection or are they normal informations? As far as I know it is normal that those notification gather over time when screen is off and are displayed en masse after screen is turned on. If you are certain that mobile data is off when screen is off, look for some installed app that is supposed to "save energy" as they are sometimes configured to disable data (sometimes all data) to safeguard battery.
Samsung GT-N7100 with Phoenix ROM