I think there are some definite software issues going on with OS3. On my new S2 and a friend's S1, I have confirmed that notifications are having some odd issues. For instance, notifications going to my watch, but no haptic or sound so I won't realize it until much later. Also, some notifications fail to push to the watch as you stated, even when the phone's screen is off and it has been untouched for a long time.
You could try calling Apple Support or sending a bug report, but I imagine this is something we'll see addressed in a future incremental update.