Hi Lind-Z,
We appreciate you reaching out to us.
We’d like to make sure that we are on the same page. Did you set the custom notification settings on the Watch app on your companion iPhone?
If yes, please check for a software update and make sure that you are running the latest version of iOS and watchOS.
While it isn't inherently assured that an update will resolve the issue, updating to the latest software version for your devices can help isolate potential software issues.
Kindly secure a backup and update.
How to back up your iPhone, iPad, and iPod touch
Update your iPhone, iPad, or iPod touch
Update your Apple Watch
If the issue continues after the update, please unpair your devices, then pair them back again.
Performing these steps may help correct any feature that is not working as expected.
Unpair and erase your Apple Watch
Set up your Apple Watch
Take care!