iPhone 15 Pro text message didn't show up in my phone but did show on my Watch 8

I received a TM and it notified and showed on my Watch 8 but not in my iPhone 15 Pro. I TM the person from my phone and they replied and still the initial TM they sent to me didn't and hasn't shown in the thread. Maybe I have a setting wrong? I had a 12 Pro prior to this 15 Pro and TM's always showed up in both the phone and the watch. I don't have cellular for the watch BTW. I'm confused as to why the person's initial text wasn't showing in my phone's thread. At the time, my watch was less than 2 feet away from my phone. Any issues Apple is aware of????