Go to Settings/Notifications/App Notifications and select an app on the left side of the screen. For each app there are Notification Categories you can then open and select which sound to use for each category available for the current app.
I've tried that and I'm not getting a sound for Message notifications. I had gotten it before, but not now. There are also some names associated with message notifications, but I did not set them and what will happen if I say no notifications?
