I have vibration on and sound of for incoming notifications. I do receive them, but quite often I don’t notice them on my watch and only see them when I look at my phone.
Can’t really tell if there isn’t a vibration for some notifications or that the vibration is just to weak to be noticed. I do wear my watch quite snug, so that cannot be the problem.
Same happens when I go out on a run. I have autopause for every 1k. When running I have vibration and beep. But specifically after 15k I do seem to miss at ,east some alerts.