I can't get audible notifications for messages on both iPhone and Apple Watch

I can't get audible notifications for messages on both phone and watch. If watch is off - sounds on phone come through. If Watch is on, I get a 'ding' sound on watch and nothing audible on the phone.

I've been through all the settings on the watch App in the phone

[Re-Titled by Moderator]

Original Title: Apple Watch & iPhone 12 iOS 18.5