I am posting this here after couple of research hours why I was not receiving notifications after upgrading the app. I reinstalled the app a few times, rebooted and updated Hassio… reset push and so on.
Please read https://companion.home-assistant.io/en/getting_started/migration! After upgrading you have to follow the steps here to delete the old iOS notification. The service is no longer notification.ios_<name_of_device> but notify.mobile_app_<name_of_device>. Change all your automations! If you do the procedure correctly the old notification should not be there anymore.
Additional gotcha: I discovered you only get Apple Watch notifications if iPhone is locked, but everyone knew that right ? 