Notifications iPhone/Watch

I got a problem I cant figure out. After I connected my Apple Watch 8 to my iPhone 14 pro max I don’t get any notifications on my phone, neither the watch. Or, I get the notification, but I physically have to touch them to see the notification. My phone don’t vibrate or light up when I get a notification, it just shows on the notification bar. My watch is vibrating one time, but doesn’t light up, and I have to drag down the notification bar to see the notification. What can I do to solve this? I want both the watch and the phone to light up and vibrate! But I don’t want to have the always on screen!