I had this problem too. Some lockscreens would wake, others would not. I found a lockscreen that i really liked, but it wouldn't wake. My solution was pretty simple that I discovered by accident: Install the Next Lockscreen by Microsoft. Set it up for all the notifications and make sure it is working by making it temporarily your lockscreen. It is actually a really good lockscreen and if you want good notifications, and your phone to wake on notification, use it- should work. But, i wanted to use a different lockscreen. So, I simply turned OFF Next lockscree (do not uninstall), and turned on my preferred lockscreen. Next still has it's services running which allowed the phone to wake with my preferred lockscreen. Though next was not set as my lockscreen, the services seemed to work with any lockscreen. The Next lockscreen services had minimal battery drain.
Can anyone else try to replicate this?