Hi!
Thank you for suggestions. Unfortunately none of your tips solved the problem.
My iPhone XS and iPad Air 4th gen are fully updated, both system/iOS and apps. My sons iPad (2020 edition) is also fully updated.
I have no problem viewing and updating game time, allowed apps and so on. That works flawless.
The only problem is that whenever my kids ask for permission to buy/download a new app, the message/notification only appears on my iMac (not my iPhone and not my iPad which of course are signed in using the same Apple ID). There are no hidden notifications in message center on my iPad or iPhone.
It is quite frustrating having to logon to my iMac and enter my password every time one of my kids wants to try a new app or game.
To summarise: All devices are up to date. All parental family sharing and screen time features are working. BUT when one of my children asks permission in app store for a download, the notification only pops up on parents iMac (not on parents iPad og iPhone).