Hi krusticci
Good day.
Please kindly try to update the system to WW-14.0400.1903.065 for a check.
(settings> system > system update)
If this problem still persists, please check as below steps:
(1.) settings> notifications> reset app preferences
(2.) Mobile manager > notifications> toggle on all apps to "Allow"
(3.) If you would like apps automatically start in background, I suggest you choose not optimized.
But, if you mean the notification pop up screen on sleep mode, the feature depends on the app's software design.
(e.g. WhatsApp.)
Thank you