Check your Quiet Hours settings...
Cortana > Hamburger (three horizonta lines in upper right) > Quiet Hours.
If Quiet hours is on, only your inner circle will come through. Quiet hours can be set to automatically happen at certain times of day/night or when you have a calendar event marked busy. You can also toggle Quiet Hours on and off manually.
When Quiet Hours is engaged you see a crescent moon icon on the upper left corner next to Cellular signal indicator (bars).