Ariskara Said:
"When the phone is on mute, critical alerts do not send a sound notification: The phone is not in do not disturb, but even if it was, it wouldn't matter. Critical alerts are supposed to override that. I'm receiving the alert, but no sound is played. Everything is toggled on, as you can see. I'll send feedback to apple, since that's a severe issue."
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Thank you for the screenshot.
Excellent job troubleshooting!
Clear the Caches.
Clear "Other":
Clear the storage named "Other". It basically contains unnecessary files such as caches that are used for system ease of use - all of which gather over time: How to Clear "Other" in your iPhone's Storage - Use Backup - User Tips. Caches would be being used for remembrance of application use. So, clear them.
Though not greyed-out, when that is the case making a setting inaccessible, clearing your caches is the fix.