When Do Not Disturb is on and your phone is locked.
Press the home or standby button so that your lock screen appears.
Now press and hold the 'System UI Contents Hidden' Notification in the middle of your lock screen.
After a few seconds this Notification will become highlighted and turn BLACK, and a little 'i' information button will appear on the right.
Press this 'i' button, then unlock your phone if you use fingerprint or password.
When the phone unlocks, it will go straight to the 'APP NOTIFICATIONS' screen in Settings for the 'System UI'.
The System UI APP is usually hidden so you won't see it in here unless you follow the above steps.
When you are in the App Notifications area for System UI simply uncheck 'Hide Content On Lock Screen'
Your problem should be solved.
EXTRA INFO: You can also get to this area of the Settings by following this path SETTINGS > SOUNDS AND NOTIFICATIONS > APP NOTIFICATIONS. You can see all of your none hidden apps in here. To amend the notification settings just click on any app and you can then 'Block Notifications', 'Set As Priority' or 'Hide Content On Lock Screen'.