Why am I receiving notifications in Do Not Disturb?

Why am I receiving notifications in Do Not Disturb? I have spent hours over the course of three months trying to stop Notifications from appearing on my Locked Screen during “Do Not Disturb” and “Sleep” Focus times. However, EVERY NIGHT notifications are appearing and they continue. Also, phone calls appear if Sleep focus is on. Now I can only use Do Not Disturb to

stop phone calls AND notifications from appearing. I have followed ALL STEPS TO CORRECT THIS ISSUE: THEY DO NOT WORK.

Apple, make this option easy as it was formerly. Here is an example of an easy way to turn off all notifications in Sleep and Do Not Disturb mode: Settings>Focus>Do Not Disturb/Sleep> Notifications> OFF.