iPhone 6S Plus, AT&T. iOS 10 installed in DFU mode and set up as new, no backup restored. With the phone's screen locked and off (sleeping), if an SMS is received by the device it does not trigger an audible notification sound nor light up the lock screen to show the notification. If the screen is woken up (via raise-to-wake, sleep button, etc), the notification is indeed present on the lock screen -- simply there was no sound triggered nor waking of the screen when the message was received. If the screen is awake but locked, the notification will be seen on the lock screen as it arrives, but still not heard. If the screen is awake and unlocked, the notification will behave as expected (notification sound and banner in this case). iMessage notifications, on the other hand, behave normally in all cases. The problem is only with SMS. Furthermore, if my Apple Watch is on, it also does not display a notification or emit a sound when the SMS is received. However the message is present in the Watch Messages app with an unread flag (as expected). No SMS forwarding from the iPhone is set up. No AT&T Wifi is enabled. I've searched high and low for a setting that could be silencing SMS. Another bug perhaps?