Hi
How notifications behave depends on the status of your devices and your settings. With Wrist Detection enabled, in order to bring notifications to your attention as soon as possible:
- If your iPhone is unlocked, you will receive notifications on your iPhone instead of on your watch.
- If your iPhone is locked or asleep and your watch is unlocked (regardless of whether the watch screen is asleep or awake) and on your wrist, you will receive notifications on your watch.
- If your watch is locked or has Do Not Disturb enabled, notifications will go to your iPhone.
Subject to your settings, both devices should still alert you to incoming phone calls.
If this is not occurring, then it may help to check your iPhone settings, including alert volume, Do Not Disturb mode and silent mode (check the Ring/Silent switch on the side).
More information:
Notifications on your Apple Watch - Apple Support
http://help.apple.com/iphone/10/#/iph07c867f28
http://help.apple.com/iphone/10/#/iph3dd60e1f
http://help.apple.com/iphone/10/#/iphdf0e7f184