OK so we know if your using your paired phone actively you won't get the watch notifications. Here lies my issue, I hardly use my phone. It sits on my desk and acts as a music hub as such, connected to bluetooth stereo system and all controlled from watch. Other than that Im on my macbook, so all phone calls, texts etc are done via my mac. Issue is even when I'm actively using messages and having a conversation my watch is still giving me the notifications as my phone is locked. They should make it the same for attached devices, so if your using mac or iPad for example then you don't get notifications. Bloody annoying when your having a text conversation and your watch is going nuts every 5 seconds, so end up putting it on Do Not Disturb.