iPhone problem when blue-toothed to watch

I find no way to get notifications on the watch while also preserving the audio/screen alert on the iPhone.

The watch seems to override. The screen on my phone doesn't even wake when getting a notification.

Hopefully I'm just missing a configuration option somewhere.

I like notifications on the watch, but I still want my phone act exactly as it would if the watch were not getting notifications. I should be able to have the same functionality with the Apple Watch.

NOTE:

This question was asked in 2015 but there has never been a satisfactory answer. Hasn't Apple come up with anything yet? How about this Community ?

I have an iPhone 10 Xr and a Series 5 watch both with the latest updates and automatic update turned on.