I am going to ask what seems to be a very "duh" answer, and I do not mean to insult you in any way, just need to check, since I had a similar "issue" with TXT notifications... Not everyone knows Windows like the back of their hand, and I just can't assume everyone does. IF you already tried this, then ignore.
Go to settings - System - Notifications & actions and scroll down and tap on "phone" or"messaging" (not the on/off toggle, but the name itself)
There you will see the notification settings for the phone or messenger, depending on the one you selected. you'll see if notifications are on, show notification banner, keep private on lock screen, vibrate, and sounds.
make sure the important one ("notifications" ) are on and everything you want it set to on. If the 1st one was OFF, then that was your issue.
Also, make sure quite hours aren't on (load up Cortana, hamburger menu on the top left, notebook and then quiet hours)
if it's set full time, you will not have any call or txt notifications unless that person is on your breakthough list, or you manually check the phone.