Notifications being received, but not being notified.

[ShadowWizard]

So I got one of these today, and have been fighting with it since I got it. The only thing I have been able to test so far is text messages, the most important thing to me. So I receive a text message, and the watch does nothing. I swipe up, and its there on the watch, but the watch doesn't notify me. Where is the magic setting that says to the watch "Hey, when you receive a notification, would you actually TELL ME about it? Like vibrate, and show it to me please."
No, do not distrub is NOT turned on, and notification previews are set to high. Phone and watch have been rebooted. But none of that can be the problem. The notifications do arrive, I just don't get notified. WTF?
Thanks in advance