Just to be sure - have you checked under the Notifications tab in your Settings app? Each app that gets notifications will be listed there. They'll be in two sections, one for those apps putting notifications in the Notification Center, one for all others.
Tap on any one of the apps listed and a new tab will be opened. Look at the bottom the bottom of that new tab on the right. You will see a line titled "View In Lockscreen" with a button. Make sure that button is turned ON. Then, if you receive notifications, they will show on the lock screen.
Do note this turning on process has to be done for every app you want to see in the lock screen. But, once they are all on, they'll stay on.
And, right above the view line is another line for "Sounds." Make sure that is also on...
Hopefully, this will help. If not, holler back and we'll take another shot at it.
Marilyn