How To Get Facebook Messenger Notifications To Play While Screen Is Idle

[AC Question]

Always Used To Work, But Not Now, I Have A HTC One M9, I Only Know I Have A New Facebook Message When I Turn The Screen On, It Used To Sound To Tell Me, Please Help, As I Need This Feature Back, I Have Turned On The Settings In Facebook App & Facebook Messenger, I've Also Turned My Phone Volume Up To Full, & Done A Little Tweaking Of My Phone Settings, Maybe I've Missed Something