Message notifications silenced on iPhone when near iMac

I have been unaware of incoming text messages because my iPhone has intermittently failed to alert me with the usual sound. After a lot of searching, and trying various notification settings for Messages on both devices, and Focus and Handoff settings, and restarts, and testing, I found this only happens when I'm sitting at my iMac. It notifies me with a sound—if I have volume on—but my iPhone does not. They both display notifications. This seems intentional; a "feature".

What I need is audio and visual notifications enabled on all devices for incoming messages, even when I have my iPhone at my desk while I'm working on my Mac. Because most of the time my Mac is muted.

I have been unable to solve this; there must be a way… Anybody?