Try reporting here instead.
https://bugreport.apple.com Not sure why they would need that info either.

But if preview is disabled (because you don't want prying eyes) then that would make since that it wouldn't show you the messages until unlocked.
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Also
@MacDevil7334 is seems for me that I have to clear the notification that bedtime DND has happened. It stopped working on this beta and when I close that notification the night before, it shows up the next morning fine. At least that seems to be the case so far as mine has been a bit random on this beta too and that seems to be the fix.
[Edit] Turns out this isn't the fix after-all. I didn't clear the notification last night to test again and the message DID appear this morning. So that didn't affect it this time. Some other random reason its not working some times I guess. Sorry folks.