Apple Watch Series 8 receiving notifications while in sleep mode even with all notifications for all apps turned off

I spent time chatting with Apple support today and after trying multiple troubleshooting methods this is still happening specifically with the Peloton App. The only thing that solved the problem was turning off the "Time Sensitive Notifications" for this app. I have "Time Sensitive Notifications" turned on for Messages and when I have tested whether or not I would be notified of text messages while in Sleep Focus the focus works and doesn't allow notifications to come through on my watch. Is anyone else having this issue?

I also had a problem two weeks ago with notifications coming through to my watch from the Mindfulness app during sleep focus because I had it set to remind me at the beginning and end of the day. Even though it wasn't an approved app for notifications during Sleep Focus it still would make a sound or vibrate and wake me up.

I specifically bought the Series 8 because I wanted the longer battery life to be able to wear it to track my sleep but between these issues and having to turn the watch sound on in order to have my sleep alarm make a sound I should have bought the SE and charged the watch at night instead.