I just get the notification badge (dot) informing me of a new DM but no audio associated with it.
Are you using the Play version? Do you get notifications on android's system tray?
I do get notifications on Android's system tray but I don't use the Play version. I'm using F-Droid through Obtainium.
You can choose the Play version via Obtainium as well. The Play version has notifications in the tray, the f droid version just have that in-app notifications without audio.