There is no known software issue.
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:
Check also that notifications are expected to be available under the circumstances in which you are using your Apple Watch:
If notification alerts are not being delivered on your Apple Watch as expected, then the following steps may help:
Check for and install any available updates for your iPhone and Apple Watch, starting with your iPhone:
Check that Wrist Detection is turned on and that, if passcode is enabled, you are unlocking your Apple Watch after placing it on your wrist:
- On your iPhone, in the Watch app, go to: My Watch (tab) > Passcode > turn Wrist Detection on.
- Note that Wrist Detection can be affected by temporary or permanent skin changes, such as by some wrist tattoos.
Check that you are wearing your Apple Watch sufficiently snugly on the top of your wrist (it may otherwise believe that it has been removed, causing it to lock):
Check your Phone settings:
- On your iPhone, in the Watch app, go to: My Watch (tab) > Phone.
- Choose Custom and select your preferred settings under each of Alerts and Ringtone, including checking that the Alert Volume is towards the centre or right hand side.
Check your Messages settings:
- On your iPhone, in the Watch app, go to: My Watch > Messages.
- Choose Custom and check - under Alerts - that Show Alerts, Sound and Haptic are each enabled.
On your iPhone, in the Watch app, go to: My Watch > Mail:
- Perhaps choose Custom and check, under Alerts, that Show Alerts is enabled.
- Tap on your email account (eg iCloud) > check that Show Alerts from iCloud (for example) is enabled > check that Sound and Haptic are both enabled.
Check that Theatre Mode is not enabled on your Apple Watch:
Check that Do Not Disturb mode is not enabled on your Apple Watch:
- When viewing the time on your watch, swipe up to open Control Centre.
- Tap the Do Not Disturb button (crescent moon icon) to toggle the setting on / off.
On your iPhone, in the Watch app, go to: My Watch > Sounds & Haptics:
- Check that the Alert Volume is towards the centre or right hand side.
- Check that Silent Mode is not enabled.
- Check that Haptic Strength is set to the middle or far right hand side of the slider.
Confirm directly on your Apple Watch that Silent Mode is not enabled:
- When viewing the time on your watch: swipe up on the screen to open Control Centre > check whether Silent Mode (button with a crossed out bell icon) is enabled.
Check that your Apple Watch and iPhone are connected:
The following further steps may also help:
Restart both your iPhone and your Apple Watch, turning both devices off together, then restart your iPhone first;
Unpair and re-pair your Apple Watch:
If the issue persists, then I suggest that you contact Apple Support (remote diagnostics and/or mail-in service may be available, if required), make a Genius Bar reservation or visit an Apple Authorised Service Provider for assistance: