Select the Messages: Make sound and pop on screen to get into the next menu. Below Importance and Sound is Vibrate with a On/Off switch. The vibrate option only appears when the Importance is set to Urgent or High.
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I also had this problem after I repaired my Oreo installation on my Xperia XZ and my 'Messaging' app didn't play the notification tone. I suspect the restore of my backup data may have broken something. The settings menu inside the app 'Messaging' was different to the menu in 'Messages' app that appears in my brother's XZ Premium. I had to go the long route to find the hidden notifications settings page. This page then looked like the ones I found online. (The below instructions are from the main phone settings app - ie the cog from the app drawer) I went to Settings - Apps & notifications - Configure notifications - Notifications (On for all apps) This brought up a list of the apps. I scrolled down to find the app 'Messaging' app and opened it. You will see a page with a the app symbol and the app name 'Messaging'. If the text under "Messages" is: No sound, then there is the problem. Select "Messages" to get to the sub menu. Importance should be changed to Urgent: Make sound and pop on screen. When you go back 1 page, you should be able to select your sound. Sound should be your notification sound. I had Vibrate, Show notification dot & Blink light on the on position. I had Interrupts set to off. These 4 options are up to you. If you already had: Make sound and pop on screen, then my solution will not help you.
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