Apple

Hello there!
I'm new to the Apple environment and liking it so far.

So I just got my iPhone 15 pro max, and my Apple Watch 9. But as soon as I connected my watch, I stopped receiving my notifications on my phone, no sound, no screen wake up, nothing.
The watch also only make one kind of sound, so I have no way to tell what kind of notification it is (text vs mail for instance)

The only solution I found is to deactivate the wrist detection, but by doing so, I also lose like 50% of the watch features.

Am I missing something here? I feel like I have a very basic usage of the watch/phone feature there, but somehow it's not working.

Thanks community!