When locked, I never get any notifications

[SL2]

I don't know why, but I never get any communication notifications when my phone is locked. No vibrations or sounds, or notifications on the display. I can see them once I unlock. The apps are set to run in the background.
This includes Messages, Messenger and WhatsApp. The only exception is incoming calls.

I have a 950 with 10.0.14393.5

Any suggestions?

 

[Pete]

Settings->Notifications & actions

There's three settings at the top of the screen:
* Show notifications in action centre when my phone is locked
* Show notifications on the lock screen
* Show and sound alarms and reminders when my phone is locked.

 

[SL2]

Settings->Notifications & actions

There's three settings at the top of the screen:
* Show notifications in action centre when my phone is locked
* Show notifications on the lock screen
* Show and sound alarms and reminders when my phone is locked.

I only have the middle one off. Is that it? I thought it was for not showing the actual text on the lock screen.
The reason is that in the swedsh version it has a different meaning, "Show messages on the lock screen".

Seeing this in english helps, thanks.