notifications When on do not disturb

Hi guys

When i put my phone on ‘do not disturb’ my whatch matches my iPhone.

Only my mom, dad and wife can reach me then.

The dubble call is turned off.

Somehow, when my phone is unlocked, the notifications of messenger still come true.

When my phone is locked, the messenger notifications still come true on my Apple Watch…

i have absolutly no idea how to turn this off.

thanks in advance.