notification allerts

If your iPhone is locked or asleep, you'll get notifications on your Apple Watch, unless your Apple Watch is locked with your passcode.

Does this mean that when the watch is locked the notifications go to the phone or that you get no notification on either the watch ( locked ) or phone ( also locked )

I have an iphone 6s before the latest update it used to play one sound for a phone call and another for a text message, I have no other apps ( facebook twitter instachtat etc ) that I get notifications from. I was happy with the system I had, knew if it was call or text now I get no sound at all for text just a vibration on the watch, but that also vibrates for the health app or to remind me to breathe etc I want the old system back, any ideas?

Cheers

Brett