1. Our accounts departments HAVE notified me is correct. Since departments is the base noun here, the verb has to agree with it. Alternatively, if there is only one department, which may be what's actually meant here, the following would be correct: Our accounts department HAS notified me.
2. "to lead to believe" is kind of a set construction. However, "I was led to think" or "I was led to assume" are definitely not wrong, just a little less natural. More natural could be: "I was made to think that..." Those look a little off written down, since written speech is more polished and they feel less natural, but said confidently in the flow of a conversation I wouldn't bat an eye at either.