Hello Dmartin and welcome to the forums. My wife uses an Alcatel Idol 4s on the latest version of Windows 10 mobile along with a Fitbit Charge 2. Notifications come in about 90% of the time but occasionally the odd one doesn't come through on the Fitbit.
It works sporadically on my Blaze, sometimes pretty in sync, other times delayed. I think it depends on other devices connected via Bluetooth to the phone, if it is locked/unlocked, but I haven't experimented enough to say exactly.
I have a Blaze connected to my Androids and I can tell you the switch to a Windows 10 device is seamless. I'm presently using an Idol 4S running stock Fall Creator Update. The only caveat is that you must remember to turn off bluetooth on the device you're presently syncing with before turning bluetooth on the Windows phone.
Interestingly, the app UI is nearly identical between Android and Windows. The only quirk with the Windows version (you knew there had to be one) is that email itself is not listed as an available app to sync. Outlook Calendar is the all-in-one option on the Fitbit app that takes care of emails and such. Pairing is done via the app and it's quite painless. I've used my Blaze with an x3, the Idol and a 950XL. The x3 did drop the connection a few times when I had it also connected to my truck's hands free system. The Idol and Lumia work flawlessly.
Doesn't really answer OP's question but I have a Charge 2 and I rarely got notifications on my 735. I eventually switched to Galaxy S8 and again, rarely getting notifications. I'd say the problem, therefore, is my Charge 2 but everything else on it works very well so I'm not getting a new one.