Hi mie129,
Thank you for using the Apple Support Communities! I understand you are not hearing a notification sound when you receive messages within the Messages app. I'd like to help out.
I have a few questions to gain more details about the issue you are experiencing.
-Does this happen when you are actively using the device? Or, does this happen when your device is locked and an incoming message is received?
-Does the notification sound fail for certain contact conversations only, or all conversations?
-Do all other application notifications work without issue?
-Depending on how you have your Messages notifications set up, do you still see Banners, Badges, or alerts on your Lock Screen or Notification Center?
It sounds like you've already confirmed your notification settings. Just give this page a look over to double-check, please: Change message notifications on iPhone - Apple Support. I would also recommend checking for iOS updates, and if you haven't already done so: Update your iPhone, iPad, or iPod touch - Apple Support.
Keep us posted with more details. Regards.