Notifications… not getting them all the time!

Getting notifications on iPhone and having an Apple Watch…. So, I’m not the best with notifications, i.e. I tend to ignore them, which worsens once I unlock my Apple Watch.  

When I haven’t unlocked my Apple Watch, but it's on, I get notifications (sound and vibration) on both my Watch and iPhone, which is very helpful… However, once I unlock my Apple Watch, my iPhone becomes silent.   

So, here is my question… can I get notifications on both my Watch and iPhone when the Apple Watch is unlocked, and my iPhone is unlocked or locked

Thanks