Hmm, this doesn’t quite solve the issue. When you enable “time sensitive”, all notifications marked that way would pass through DND. The issue described is that iOS 14 and lower had this terrific DND setting that when locked, notifications wouldn’t light up your screen nor give sound/vibrate. But when the phone is unlocked, they would appear as normal.
This has been the case since DND was first introduced, and suddenly, with the “upgrade” to iOS 15 this option is gone. Either you get no notifications, or only from specified apps (or time-sensitive), and when you allow these specified apps, they will still light up your Lock Screen as if DND wasn’t even enabled.
long story short: we upgraded to iOS 15 under the understanding that it would be an upgrade, but for a ton of people this feels more like a downgrade than an upgrade in this department