Text messages notification working randomly

As for title, most of the times I receive a text message (or iMessage for that matter) but don't get notified by sound nor by banner.

Notifications have been selected as active in my settings. Also on the Mac running Yosemite BTW

I have had this problem for a very long time but now, since it reflects on the Apple Watch it has become annoying because notifications are replied only when effective. Works fine on the iPad though.

Any idea?

Thanks

/P