MacBook turn off notification sounds not working

Hi,

my MacBook (with macOS 12.0.1) is usually connected to an external monitor and kept connected to power. I send it to sleep by pressing ctrl+shift+power_button (it is an early 2015 model).

I would like it to not play notification sounds in that setting and not turn on the screen if notifications are received. I already disabled the „Show notifications on lock screen“ option for every app in the notifications settings, disabled the „When the display is sleeping“ part in the allowed notifications section (please see screenshot). I also disabled the power nap feature in the energy settings for both battery and power adapter. Yet, I still get the email notification sound (without a notification on the screen) when the macbook is locked and the screen turned off. This not only means that something circumvents the notification settings but also that the macbook is clearly in power nap mode, i.e. looking for notifications.

What I would ideally want is that the macbook does look for notifications in the background but if I have the screen locked, I get no information about them. That means no banner, no sound, no whatsoever. Is that somehow possible?