Have you checked your DND settings to see how call handling is set up there? It's possible, for example, to allow various groups to still call, or to have repeated calls come through.
Have you made sure that DND was in fact enabled?
If you only have it set to working while the phone is locked, was the phone in fact locked when the call came in?
DND doesn't light up the screen or do anything at all aside from calls that you can allow to go through (and those will go through as they normally would).
Might be good to read up on features like DND to become more familiar with them: https://support.apple.com/en-us/HT204321 (in addition to various other articles online).