lock screen notifications in windows 10

Try these settings.

sign out, sign back in, then restart PC

I tried this and I still get those notifications when the lock screen shows up.  I actually had all the settings the way you described except for the cortana settings.  I just cant get those annoying messages to go away.

Enable or Disable App Notifications on Lock Screen in Registry

1.Press Windows Key + R then type regedit and hit Enter to open Registry Editor.

or

C:\Windows>>Regedit.exe

Right click & "RUN AS ADMIN"

2.Navigate to the following registry key:

HKEY_CURRENT_USER\SOFTWARE\Microsoft\Windows\CurrentVersion\Notifications\Settings

3.Right-click on Settings then select New > DWORD (32-bit) Value.

4.Name this new DWORD as NOC_GLOBAL_SETTING_ALLOW_TOASTS_ABOVE_LOCK and hit Enter.

5.Now double-click on this DWORD and change it’s value to 0 in order to disabe app notifications on lock screen.

6.If in future you need to enable this feature then simply delete the NOC_GLOBAL_SETTING_ALLOW_TOASTS_ABOVE_LOCK key.

7.Reboot your PC to save changes.