Apple Watch 6 Sleep Mode Conundrum

I have an Iphone 12 and apple watch 6. All software is up to date.

All software is up to date.

In Focus using sleep mode or any mode ??I have no apps listed in allowed notifications.

However my favorites still can call and message, calls I want and makes sense, but sms is usually non important.

Is there a way to stop the sms of favorites in sleep mode.

That is annoying because never urgent and always wakes me.

It is my watch which I wear to sleep.

Thanks