No notifications on iPhone, Apple Watch OR Mac when using Mac

This is an odd one, because I can’t seem to find much about it on the net, and I struggle to think I am the only one with this issue, which has been ongoing now for a very long time.

If I am actively on my iMac, I receive no text notification sounds on my iPhone or Apple Watch.

So I can be merrily working or playing away on my iMac, oblivious to the fact I’ve received text messages on my iPhone. I only notice when I go to use my phone that there are messages sitting there. It’s driving me nuts because I have to remember to keep checking my phone when I’m on my Mac.

I don’t have the Messages app on my Mac open, and everything is up to date.

This has been ongoing for months and months now, and has been happening across the different models of iPhone I’ve had.

Any ideas?