Just updated to latest 5.0.2 Android on my Z3 compact, but noticed I cannot see any notifications for any apps on the lock screen. I have tried all settings (show all, not show sensitive etc.) for "when device is locked" setting, but nothing shows up. Could someone help provide a step-by-step guide on getting notifications to show on the lock screen? This is extremely frustrating for me, especially if I have to enter my PIN to get the home screen just to look at notifications... Thanks.
I think the problem is that you are using the PIN lock screen. Try changing to something else and hopefully it will work.
I also faced this problem and it disappeared when I changed the lock screen type.
XDA found a workaround. It's your exchange account. http://forum.xda-developers.com/z3-compact/help/notifications-lollipop-lockscreen-help-t3084398
Go to settings - apps - choose messaging - than tick the box with show notification.
It took me ages to find this.