[SOLVED]
Solved it on my Android (Google Pixel 3)!
I was receiving notifications for calls and texts, but nothing else (though I had allowed notifications from other apps like Facebook Messenger within the Watch settings in the Wyze app).
I went to Settings>Apps and Notifications>Special App Access>Notification Access. There was a list of apps with special notification access and Wyze was listed twice. One toggled on and one toggled off. I toggled them both on and so far, I’ve received all notifications from Messenger (and I presume all the others I’ve selected will work too, once I get notifications from those apps on my phone).
