I think your Favorites List is automatically set as an exception list for Do Not Disturb, so their calls will ring through even while your screen is locked (but other alerts are still suppressed). You can go to:
Settings > Notifications > Do Not Disturb > Allow Calls From > and see if there's a group enabled.
You can set any self-made group, your favorites list, or your whole contacts list as exceptions.
This could be why your phone is ringing even while the screen is locked. Hope this helps.