No sounds from Apple Watch when paired
Watch doesn’t play any notification sounds when paired. If unpaired, the sound returns on Phone.
However, the ringtone still works for incoming calls when both devices are paired.
Apple Watch Ultra, 11
Question marked as
Just to make sure, in the WatchApp on your iPhone in the settings for Notifications, all relevant apps, for example Messages, or 3rd party apps, are set to mirror your iPhone?
Also check this article again, if you haven't already:
Notifications on your Apple Watch - Apple Support
Did you already try to force restart your iPhone and Apple Watch?
Force restart iPhone - Apple Support
To force restart your watch, press and hold the Digital Crown and the Side button together for about 10sec, until the Apple logo comes back again.