I had this issue so I went through the options that I could locate.
I receive no alert for some Text messages. I have an iPhone SE 2020 software version 15.2.1
Hide Alerts is turned off.
Settings>Notifications Time Sensitive Notifications off.
I’ve powered the phone down then back up several times. Same issue.
I’ve checked for an individual “do not disturb” indication within the message by going to “more” at the bottom of the message, nothing there.
Settings > Notifications > Show Previews > Always
Solution for me, I recently purchased a new Macbook Air. I didn't realize that I was signed into iMessages on my laptop. I logged out of iMessages on my computer. That seemed to take care of my issue. I now get alerts from all messages.
Good Luck