Sound notifications when iPhone connected to Bluetooth and locked

Hello all,

I'm a very long time iPhone user, so I really know it very well.

Lately I've been having a problem and cant find a way to find it, hope anyone here will know.

When my phone is connected to my Apple Watch (via Bluetooth), the sound notifications (such as a WhatsApp message), are not played, and the notification is routed to the Apple watch.

All my settings are correct so no problem there.

How can I get the message in my Apple watch, but at the same time receive the sound notification on my iPhone?

Thanks and have a great day,

E