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Many threads on this issue on various forums. Really annoying such high end phones (s20, s21, note 20) are experiencing this issue. Samsung has no answer for this, keep telling people to get their phone repaired/serviced which doesn't do anything. Seems to be the really aggressive power management/battery saving on Android 10+ and/or One UI. Even after disabling all these features still only receive notifications when screen comes on. So over this nonsense lack of care by samsung to fix this. Just google "samsung delayed notifications" and see the threads that come up...
This solution worked for me, hope it helps someone else...
I just got the Galaxy S21 (not the plus or Ultra). I was experiencing the exact same issues stated above. After turning off "Optimize battery usage" for the specific app having issues, my notifications for that app have not been delayed. Unfortunately I have not figured out how to fix it for everything on the phone but I don't necessarily need it fixed for every app in the phone either. Mostly just text messages, emails and chat apps.
1. Open settings
2. Open Apps ( 6th from the bottom of the list on my phone)
3. Push the 3 dots in the upper right corner and select Special access
4. Select Optimize battery usage (2nd from the top of the list)
5. Push the the little down arrow next to "Apps not optimized" and select all
6. Find the app(s) in the list that is experiencing notification delays and switch the slider to off (it should slide from right to left)
7. All done, resume enjoying your technology.
Like I said, following these steps for each of the apps that was experiencing notification delays fixed the issue for me, this may increase battery usage a little but I haven't noticed a difference yet and it would be worth it for me anyway.
Hope this helps, and good luck.