Hello and welcome to Apple Support Communities Achim1337,
We see that you have a concern about not receiving notifications on your iPhone from a specific app. We'd be happy to provide you with some information that might help.
Take a look at the following resource that explains when notifications are sent to your iPhone verses your Apple Watch and vice versa.
Notifications on your Apple Watch
If your iPhone is locked and you have your Apple Watch on, the notifications will come to the Apple Watch. You might be able to change this setting in the Watch app for this specific app that you are referring to. You would check under "Notifications" on the Watch app.
Thank you for using Apple Support Communities.