Lumia 950xl won't receive whatsapp messages in lock screen when docked

[Windows Central Question]

Lumia 950xl won't receive WhatsApp messages when it is docked(generic OTG adapter, not Microsoft dock) after it goes into lock screen mode. It will receive messages with wi fi. But I prefer to not have the wi fi on, thus the dock.

I can use WhatsApp fine while docked (Ethernet connection, wifi off) but when I leave the phone inactive long enough for the lock screen to automatically kick in it no longer receives messages from WhatsApp.