Happened to me just now what I did was
open settings > General > Transfer or Reset iPhone > Reset > Reset Location & Privacy
-then turn off you phone wait a couple minutes and turn it on again
-then open that particular app which was not on the Phone Notification Settings
-the it will prompt you to “ALLOW” or “DENY” notifications (you should tap allow)
-then that’s it. It will show up on your notification settings now. Thanks For Reading :) have a good day!