Skype notifications disappear while there are unread messages, on iPhone

I have an iPhone SE with iOS 13.2.2 and latest Skype. Today I noticed, that notification about new messages in Skype are not shown on the lock screen. What happened was that I has a chat with a contact, then I locked the phone and put it into my pocket. Then it vibrated once, and again later. I took the phone, turned on the screen and, there were no notifications shown. I unlocked and there, there were new messages in Skype. Then after a minute I locked the phone again, but now I held it in my hand, with screen on (but locked). Then after a while the phone vibrated again and a notification for Skype appeared but disappeared again immediately. This happened a few more times, for each incoming Skype message (all from same contact). Is this some bug? Or setting? It worked fine before, even today.