Same issue. It used to work until last software update on 8 March 2019 to Pie. I now also don't get any notifications from Gmail or text messages, or sometimes even phone calls when the screen is off. Which is really not good, as I run a business which relies on me being super responsive!
For what it's worth, I was able to eventually get to the bottom of my problem. Basically it came down to the GPS coordinates for my phone location not reflecting my actual location, particularly when it is first turned on in the morning, so that the Smart Lock pins weren't in my GPS circle, even when I was in my house. I observed this by opening Maps and waiting for it to find my phone (the grey dot becomes blue and starts roaming around). Even once it got a lock, it took 15 minutes for it to come close to where I was actually located in my house (it would be down the street, then hover to my front yard, then to the back yard, etc, all while I was sitting still in my living room). For some reason, after traveling somewhere (e.g. to work) the accuracy of the GPS improved, so that when I came back home in the evening it had a better sense of my location, so the Smart Lock pins I had stuck around my actual house were in my GPS circle when I was physically in my house.
If you really want the Smart Lock to work, you have to put down like, 50 pins (I did mine in a grid from the street all the way to the back yard); that way the odds are high that at any given time, one of them is in your GPS circle. I did this and it solved the problem (annoying though).
I have the same issue too. Sometimes it works then it doesn't . Have tried everything suggested it works for a while then stops. I've spoken to several other Samsung owners at work who are having similar problems with smart lock!
Issue is Google location problem. Google maps regularly shows my location some distance from my home. It would appear that while Google maps is determing a location, Smart Lock doesn't work. I have dropped pins around locations adjacent to my home, and for last few days has largely worked. When it doesn't, I have found google maps shows my location significantly away, and gradually gets a fix.
If you uninstall samsung pay app from your phone, smart lock will work after reboot. Samsung pay seems to disable smart lock for added security. If you use samsung pay you will have to live with the intermitten problems with smart lock. It's only pay app you need to uninstall.
I was having the same issue with my Galaxy A8. Stopping Samsung Pay which I don't use has resolved the problem. Hopefully this lasts.
How is this "solved"? none of the solutions here work. I have it set to stay unlocked at my home, but it still locks itself. I try adding more trusted locations nearby and widening the area, still doesn't work. If I try to add a "trusted device" (ie my laptop) to which is is actually currently connected with Bluetooth it says it can't add it and to check it's switched on and close enough when it's literally in front of me. It was the same on my previous Samsung too. The whole system is clearly broken.