No Notification Sounds

I recently bought the new 2nd gen SE, and I transferred all my settings from my previous phone. However, I noticed that sometimes I will receive a notification and my phone will show the banner, but not give me a notification sound until I unlock my phone. This happens with all apps: iMessage, Facebook, Snapchat, Messenger, etc. I went through my settings and my ringer is turned on, I have notifications displayed on the lock screen, I don’t have Do Not Disturb on, my phone isn’t paired to headphones, none of that. I still get the chime, just not until I unlock my phone to look at the notification in the app. There is even a delay with the little swoosh it gives in iMessage when a message is sent or received while the app is open. Any ideas? Thanks!