Do you have a Galaxy Watch or another version of a Galaxy Watch? I think I saw your post when I was searching and believe you have the Active 2. Mine is the the Galaxy Watch (with turning bezel).
I'm sorry to be a bother! Just not seeing it on my Galaxy Watch (2018) I've got the latest software/firmware version and restarted the watch. I don't know what categories have been deleted (or why).
Galaxy Wearables>App Notifications
Sometimes I feel like the most brain dead person alive. This is one of those times I don't even see...oh never mind! The more I talk the worse it's getting. Thanks! Now to go outside and test it...it works! Thanks again