Let me get this straight: "forever = 20 seconds"? Are you Usain Bolt running the 200m?
It may surprise you, but neither your phone, watch or iPhone check for messages/notifications every nanosecond. They do it at certain intervals, and the notification displaying will vary depending on device. I'm not sure of the interval for the Watch, but it is definitely under 30 seconds. This saves on battery power. So you could conceivably see a delay of 30 seconds between devices.
I have an iMac, iPhone, iPad, iPod Touch and Apple Watch (phew!). When messages come in, things buzz, beep and vibrate at random intervals for about 20-30 seconds. The Watch sometimes buzzes first, sometimes last. I don't sweat it.