Sony Xperia Z5 not showing Heads up Notifications on Marshmallow

I've recently bought a Sony Xperia Z5, and can't get the Heads up Notifications to work on any app at all. I have gone into the app settings and selected "Sounds & Notifications / App Notifications / (app name) / Allow peeking", but there are no heads up notifications from any of the installed apps. Is there another hidden setting somewhere that I need to enable in order to get this working? I really don't want to download another app if this should be working as standard. Thanks in advance for any assistance.