Mail notifications not showing up on screen when phone is locked.

Despite having notifications turned on when locked, iphone mail sound does not work nor does the notification show up on the lock screen. Is it supposed to show up on the lock screen?

I checked and double checked my settings for notifications and they seem to be fine. I have also reset network settings too.

What could be wrong?

Thanks and look forward to your replies.

Running most current version of ios on an ip[