so i have same problem
here are my observations
note it might be a buggy software from the developer or buggy ios issue that causes problem, i'm unable to tell who the culprit is
I use an app called Lumy- as a photographer i find it helpful to get a nitification 1 hour prior to golden hour.
iphone apple watch app has been told to mirror the app, its on glances and isntalled on watch.
i launch the app on iphone and tell it to notify me, thus notification is setup.
so on day one i get a notification.
but next day notification never comes back
so for some reason the app clears its notification meaning it wont alert me anymore
i have to open the app on iphone each day to set it up yet again
what causes it to reset? i dont know
so if you are having issues with no notifications check the app on iphone to see if ti needs setting up again.