Not receiving any monthly challenges

Hi

The following steps may help:

On your iPhone, in the Watch app, go to: My Watch (tab) > Health.

• If the setting for Wheelchair currently states "Not Set", then change it to "Yes" or "No" as appropriate.

Close certain apps and then restart (normally) both your iPhone and your Apple Watch:

• If an app unexpectedly quits, stops responding, or won’t open - Apple Support
  • Close the Watch app, Activity app and Health app and any third-party fitness, sleep or heart rate tracking apps (if open) on your iPhone.
  • Close the Activity app, Workout app, Heart Rate app and any third-party fitness, sleep or heart rate tracking apps on your Apple Watch:
• Turn both devices off together, then restart your iPhone first:
  • Restart your iPhone, iPad, or iPod touch - Apple Support
  • Restart your Apple Watch - Apple Support

After making any such changes, I suggest waiting until at least the next day to see whether any missing challenges are added:

• On your iPhone, in the Activity app, go to: Achievements (tab) > scroll down and tap on the badges to see the details.

If the issue persists after that time, then I suggest that you contact Apple Support for assistance:

• Contact - Official Apple Support
• Apple Support (@AppleSupport) | Twitter
• Genius Bar Reservation and Apple Support Options - Apple

me too, I am having the same issue, and this is not fixing the problem.