iPhone not receiving phone or text message notifications when locked

But if you wear Apple Watch and your phone is locked, notifications BY DESIGN are delivered to your watch, not your phone. If your phone is unlocked and you're using it, notifications will be delivered to your iPhone. This is how Apple designed it to work, since the very first Apple Watch. Why the "Genius" wasn't able to tell you this, I have no clue.

Please read this from Apple which explains how notifications work and see the statement at the top about where notifications are delivered, which is one or the other, but not both --> Notifications on your Apple Watch - Apple Support

In a case like yours, what I'd do is wipe the phone back to brand new and set it up manually, NOT from backup. You'll need to pair the watch again, but you can ensure all things synced with iCloud also sync back to your phone using the same Apple Account and Password, when you sign back into your phone after wiping it. Then you can add apps back from the App Store to your phone one by one, testing as you go.

This is how to wipe your phone back to out of the box new --> What to do before you sell, give away, or trade in your iPhone or iPad - Apple Support (IS)

Once done, set up the phone again, by signing into your Apple Account. Again, everything you had synced through iCloud will come down to the phone so that data won't be lost. To ensure you're sycing all you can on your iPhone right now, open Settings > Tap your name at the top > Tap iCloud > Make sure the switch for all options are turned on. Make sure all have some time to sync before wiping your phone.

Is there by chance an Apple Watch tied to your iPhone?

swcroslin wrote:

I was afraid that was your next suggestion LOL! I have seen that on other forums for fixing stubborn issues. Guess it’s time for me to bite the bullet. Thanks again!

Yes, it's the NUCLEAR option, but it should work.

I'm afraid I don't know what to suggest. Apple tested your phone and checked all settings and they say there is nothing wrong with your phone. Maybe you have an app which is unusual and interfering? Maybe you use a VPN (which does cause connectivity issues). But I just can't diagnose or even offer a solution from afar.