What happened to the custom settings on notifications between iphone and iwatch?

What happened to the custom settings for notifications for iwatch iphone connection? Currently i cant have notifications on my phone while my watch is connected. I cant feel or hear the watch notifications so i miss many of them becasue of this change. My previous before 14.3 it worked with my iwatch 3 but now with iwatch se it not working anymore cause not customizable to receive both on the phone and on the watch.