No sound when receiving messages on iPhone

Notification Preview when Screen is Locked, Notification Alerts, Notification OFF, and much more...

1. To get Notifications when the Screen is locked see the pic below which is self-explanatory
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2. To turn ON notifications selectively for apps, go to Settings > Notifications > Scroll Down to the App and turn ON notifications... Change notification settings on iPhone - Apple Support (IN)
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3. Some apps have their own notification settings over and above the iOS notification settings: An example of Instagram Notification settings is given below
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4. Help for Notification Alerts --> No Notification Alerts - Apple Community