sound signals on iphone and watch at the same time

I use my watch for health purposes only. There is one exception: i-messages. My children know they can always reach me this way when it's important. On my iphone these messages always came in with a sound. Since the installation of my Apple Watch SE, my phone only makes sound when I use it. I tried different settings, but I can't get it the way I want.

What I want is: always a signal, sound (phone and watch) AND vibration (watch only) when a message comes in. It should not make a difference if my phone lays beside me unused, or if it is in my hands.

Does anyone know the right settings?