No Watch Message Notifications When Mac is On.

When my Mac is on, I no longer get Message notifications on my Apple Watch.

I have been having problems not receiving Message notifications on my Watch. I have narrowed it down to occurring when the Mac is on. Since I use my Mac to play music much of the time, I can be elsewhere in the house and not get Message notifications.

How can I insure that I get notifications on my Watch? Honestly, I would like notifications on both my Watch and iPhone since my hearing is not great, but that seems impossible too.