Iphone: no audio notification when screen is locked AND blanks

So this is only happening in Messages. Is this all Messages or only selected contacts? Take a look at this support document about managing notifications and quiet delivery. Use notifications on your iPhone, iPad, and iPod touch - Apple Support

If you have an Apple Watch and are wearing it, then notifications will not come on the iPhone, they will come on the Apple Watch. Notifications on your Apple Watch - Apple Support see this for an explanation of how notifications work with your Apple Watch.

I figured it out. You CAN get your notifications on both:

"If you turn off Wrist Detection (on your iPhone, in the Watch app, go to: My Watch > Passcode - turn off Wrist Detection), then all notification alerts will be delivered to both devices.

However, you will then not be able to benefit from features including Apple Pay, earning Stand credit and a single unlock after placing your Apple Watch on your wrist."

https://discussions.apple.com/thread/8152064

Is this all audio notifications, or just selected ones? Is this just a single contact? Have you checked the ringer volume on the iPhone? Have you checked to ensure the Mute switch is turned on? What other troubleshooting have you tried? What version of iPhone do you have? You say this has occurred in previous versions, has audio notifications ever worked for you?

I'm having this issue when the phone is locked for messages from everyone. I've checked the settings, reset my text tone, restarted the phone, checked the volume. When the phone is not locked, I hear the incoming text messages just fine.

iPhone 12 pro

IOS 14.7.1

Apple Watch 3 and iPad. My watch "dings" when a text comes in (most of the time). My iPad sound is off so I don't know if it makes noise.

FYI... Last night, once my Do Not Disturb was turned on, text messages from my Emergency Bypass started making noise.

Do you have any other Apple devices that are using iMessage, such as an Apple Watch?

Is this a new update? I swear I was able to get notifications on both before. Just depended on what was more handy at the time the message came in.

No, this is not new. It has been this way since the release of the original Apple Watch.

Yes, you lose a number of benefits of the Apple Watch, which is why it is not recommended. That is a workaround, it is not a feature.