New user. I had the same problem but found the SOLUTION.
Settings>Display>Edge screen>Tap EDGE LIGHTING>Tap MANAGE NOTIFICATIONS> Move slider to ON.
Also if you haven't already, download EDGE LIGHTING PLUS from Galaxy App store for more customizable options.
This worked for me. I had only selected on for my Samsung Messages app along with my Google Messages app with the rest not selected. But your tip worked perfectly. lol
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