Do not disturb

Tim is correct. If you are still experiencing an issue with calls at night, check Bedtime, and also Silence Unknown Callers. If Do Not Disturb is not turned on, or scheduled to come on, the other two switches, Always, or When iPhone is Locked do not come into play.

Because it's not necessary. Those options (always and while locked) only take effect if DND is turned on. If it's turned off, they are irrelevant.

I know you mean well, but I have spent time on this same problem. Your answer was the first thought I had and checked. It’s not on and yet I continually miss calls through the night and early morning.