I just transferred a good many domains into DH, and the first batch to come over did indeed take exactly 7 days, though I have had others in the past that did not. I would say give it about 8 days before REALLY worrying.
The only notification I have ever gotten is the one that DH sends to the domain owner email address (in my case it was the 1&1 proxy address) to approve the transfer. After that I hear nothing until DH lets me know that it is complete. Also, I think it fails (and lets you know that it failed) pretty quickly if it's not locked or some other thing. For instance, I initiated a transfer about 6 hours BEFORE the 60 days was up (it had only been reg'd at 1&1 a month or so before I stared bringing them all over to here), and it failed within a few minutes of initialization, then redid it about 8 hours later and all was good!
Course, there could definitely be something wrong... who knows, but still... give it the full 7 or 8 days and THEN worry all you want! Good luck with it all.
"Ambition is a dream with a V8 engine." - Elvis Presley