Message tones stop after phone is idle for a while

I found a thread that someone started last year on this, but there was never any answer on it. There may have been another thread with an answer and I missed it (my apologies)...

I have a strange issue where if my phone is locked and idle for a while, messages do not trigger the sound alert, so I don't hear that I have a message. Unlocked it works fine. For a few minutes after it locks when I set the phone down, it works fine. After a while, I have no sound for messages and sometimes I'll pick up my phone and see I have messages I never heard the tone for; the phone would be right next to me when the messages would have come in, so it isn't that I just didn't hear it. All other notifications seem to work okay. I have not correlated the exact amount of time this stops working, as that would be too difficult to attempt I think. I notice that as the day goes on, the worse it gets (perhaps because my phone has less activity later in the evening hours).

Interestingly, this was happening on my old iPhone 8S after I upgraded to iOS 14. At the time I assumed it was an old phone/new software combo causing the issue, but I knew my job would be upgrading my phone in a few months so didn't fuss about it. I know have an iPhone 11, running on iOS 14.4, and the same thing is occurring.

I have checked every setting I can think of. DND is not on. Messages are set to trigger an alert tone/vibration. No bluetooth devices are connected that would divert sound to them (i.e., speakers/headphones). No Apple watch paired on the new phone yet.

I'm stumped on this one...

Thanks for any help anyone can provide...