Why are notifications not shown on lock screen after 5.0.2 update on Sony Z3 compact?

[AC Question]

Just updated to latest 5.0.2 Android on my Z3 compact, but noticed I cannot see any notifications for any apps on the lock screen. I have tried all settings (show all, not show sensitive information etc.) for lock screen, but nothing shows up. Could someone help provide a step-by-step guide on getting notifications to show on the lock screen? This is extremely frustrating for me, if I have to enter my PIN to get the home screen just to look at notifications... Thanks.