Notifications muted when iPhone asleep

Change notification settings on iPhone

1. Go to Settings > Notifications.
2. To schedule a notifications summary, tap Scheduled Summary, then turn on Scheduled Summary. ... 
3. To choose when you want most notification previews to appear, tap Show Previews, select an option—Always, When Unlocked, or Never—then tap.

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Change notification settings on iPhone - Apple Support (IN)

Thanks for your detailed and potentially helpful reply. Scheduled Summary was not enabled on my phone for any apps, and the solution I showed in my original post fixed the issue. Thanks for your concern and willingness to assist.

Go to Settings and tap Notifications. Select an app under Notification Style. Under Alerts, choose the alert style that you want. If you turn on Allow Notifications, choose when you want the notifications delivered — immediately or in the scheduled notification summary.

Use notifications on your iPhone, iPad, and iPod touch

You can allow access to Notification Center on the Lock Screen. Go to Settings > Face ID & Passcode (on an iPhone with Face ID) or Touch ID & Passcode (on other iPhone models). Enter your passcode. Scroll down and turn on Notification Center (below Allow Access When Locked).

View and respond to notifications on iPhone - Apple Support (IN)

Have you enabled Scheduled Summary?

Settings > Notifications > [Select the App that you are having trouble receiving immediate notifications]

See the pic below for a few examples. Please select immediate delivery.