This is quite an odd occurrence. I’ve tested and checked in with the team here to reproduce this, and in every instance the alerts come through on the latest IOS, while locked and unlocked. Sound will, of course, not play in silent mode, but I see that you’ve checked that variable.
With this happening on multiple IOS devices to factor out any one devices’ settings, I recommend reaching out to our support team for more in-depth troubleshooting. Please give our support team a call at one of the numbers available here. We’re taking additional steps to protect our team and help reduce the spread of COVID-19, so this has resulted in longer than normal wait times. If you are outside of the US, please read our response to COVID-19 here to see how to contact support. Feel free to let us know how this goes!