Are the missing notifications from apps on the phone that do not have companion apps on the watch? Are you missing them when disconnected from your phone? When disconnected from your phone you will only get notifications from apps that are installed on your watch. For apps not installed on your watch, the notifications will only appear when your watch reconnects with your phone via BT or if you have remote connection turned on and your watch is connected to wifi or mobile data. Notifications are also dependent on whether you allowed notifications from phone apps to show on your watch.
By any chance, is your phone an S24 running the One UI 7 beta? There have been reports submitted with the beta software on these phones failing to send notifications to linked watches.
Is the watch on the charger when missing notifications? Notifications from the phone won't show on the watch if the watch is charging, even if connected to the phone.
