Unknown callers coming through in do not disturb mode

Lately, calls from unknown numbers are sometimes ringing when my iPhone is in Do Not Disturb mode. This is startling early in the morning when I am listening with earbuds to soothing sounds for relaxation. These calls are ringing during the time period I have set Do Not Disturb to be on automatically.

My Do Not Distirb is set to allow calls from favorites, so it should not allow calls from unknown numbers.

I just checked and see that my Do Not Disturb was set to only block calls when the phone is locked. I changed this and will see if it makes a difference. It's difficult to tell, since these calls only come in at this time of day occasionally. Usually spam calls come in the middle of the day, when Do Not Disturb Is turned off.