Hi @Cala47. :robothappy:
How odd! In Settings > Sounds and Vibration > Volume, have you got the relevant volume turned up?
Might also be worth checking stuff in Settings > Sounds and Vibration > Vibration Intensity.
After going to my service provider shop and chat with Samsung ..... got nowhere. Wasn't going to give up. So can't tell you exactly how i got it to work. But try the obvious way .. settings sounds notifications then pick your tone. This might be part off the trick. Back out all the way to the top of settings. No jumping out quitting. Go to messages. Pick settings notification new messages. Pick your tone. Back out. Then power off not restart. Wipe your SIM for good measure. Voila. No idea which bit of that fixed it.