Please go into Settings > Notifications > Change the notification pop-up to Brief > Select your Included Apps > Select Brief Pop-up Settings > Edge Lighting (set that to your liking) > Toggle Show Even While Screen Is Off and you're done.
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I just upgraded from an S7 to an S21. I really miss my notification light flashing when I get a notification. Or even a light showing that my phone is charging!
The Edge lighting is fine, I just wish Samsung gave you the option of it continuously flashing (or at least illuminating) until you manually clear the notification. Right now, my phone is just a black screen and I have no way of knowing that I have a notification (or if my phone is charging) unless I wake the phone up.