After all the screwing around trying to get the stock app to work, I finally gave up on it. Go to google play and download "Always On AMOLED - BETA". It works GREAT!
Opps, I missed one. Settings>Personal(tab)>Lock screen and security>other security settings>notification access>
Make sure "Always on Display" is on.
It's still doesn't show the email icon but it does show the sms icon.
I did some digging and found a setting that might help with your missing icons. Go to Settings>Personal>Lock Screen and Security>Notification Access
Make sure "Always on Display" is set to "ON"
It fixed my problem with the S7 Edge