No sound - Lock screen
Why can’t I hear notifications on IPhone 12 when the screen is locked? Checked all settings and all is OK
iPhone 12, iOS 14
Do you also have an Apple Watch by any chance? If your iPhone is locked or asleep, you'll get notifications on your Apple Watch, unless your Apple Watch is locked with your passcode.
Notifications on your Apple Watch - Apple Support
If not, did you follow o]all the steps in the "If you don't see notifications for a specific app": section of:
Use notifications on your iPhone, iPad, and iPod touch - Apple Support