Bluetooth LE device cannot connect to LG G5 SE when phone is sleeping

I have LG G5 H840 (SE) with unmodified stock firmware. I use cogito watch with it to receive notifications. This a Bluetooth LE hybrid smartwatch. When I go out of range and go back then my watch fails to reconnect with phone if phone is sleeping **and** running on battery. If I wake it then connection is made successfully. If I leave it sleeping but connected to charger then connection is made successfully too. I paired my watch with my wife Huawei P8 Lite and my watch works with her phone without problems described above. It looks like my LG is doing some aggressive battery optimization. I tried to disable "battery optimization" for bluetooth services and my watch application but this did not helped. Maybe someone had a similar problem and can give me some advice what could it check or change?