Notifications on locked iPhone
I need for my iPhone to ding with messages (when it’s in the locked position) along with my Apple Watch that is connected to my phone.
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On both iPhone and Apple Watch together is not an option.
Where you’ll see your notifications
Notifications go to either your Apple Watch or iPhone, but not both. Learn when a notification might appear on your iPhone, instead of your Apple Watch, below.
If your iPhone is unlocked, you'll get notifications on your iPhone instead of your Apple Watch.
If your iPhone is locked or asleep, you'll get notifications on your Apple Watch, unless your Apple Watch is locked with your passcode.
Some apps, such as the Noise app, are only on your Apple Watch. Notifications for these apps don't appear on your iPhone.
The red notification icon 
appears on your watch face when you get a notification. When you dismiss notifications on your Apple Watch, they’re also dismissed from your iPhone.