Sound alerts on iPhone

First of all let's manage expectations

Notifications (Sounds, Haptics and Banners)…

~ If the phone is in use (open) then you get tangible notifications on the phone only. Messages and Mail still appear silently on the Watch in the relevant app without banner..

~ If the phone is locked you get tangible notifications on the Watch only. If you have notifications set for iPhone Lock Screen or Notification center they still go to the phone, but silently without banner. 

You can set a particular contact with its own ringtone and that can be a particularly loud one. Edit the contact and scroll down to ringtone etc.

Phone calls ring on watch and iphone simultaneously - your question only stated message notifications.

Also

If you go into each notification type and use Custom and disallow notifications the alerts and banners go to the phone always and not to the Watch which may be better for you. So if your emergency messages always come as texts you can make all text messages (and imessages) go the phone only.

It does however affect all senders, not just one chosen contact

Notifications on your Apple Watch - Apple Support

Even with Haptics on Prominent?

OK I would go with my last paragraph above, force notifications always onto the iPhone,

then in iphone Settings, Notifications, Messages:

-Banner set to persistent

-Sound choose a purchased ringtone, Like Crazy frog which will last almost 30 seconds

I might suggest a repeat notification in Customise Notifications but they are 2 minutes apart.