I've had the Note 9 about 7 months now and until today everything worked fine.
The issue began when I connected my Bose Headphones to the phone. I always keep it in Do not disturb mode and mute (handy because of working in an office and just so used to it never turn it off). However, the notifications still played through the headphones.
Disconnected and reconnected and the same issue happened. Thought nothing off it until I turned the headphones off and now my phone is ignoring the do not disturb and mute settings in my phone. I have to restart the phone in order for them to work but that kind if defeats the purpose of the functions.