Well logically it has to be either that your notification volume is set to zero, notifications are muted generally, notifications for that app are blocked by system settings, your SMS app is set to not give notifications or that the notification tone has been set to "silent". So I'd check the sounds & notification settings, app notifications within that, and the SMS app's own settings.
For more than that generic advice we'll need to know a bit more, such as what the "just about everything" you've tried actually includes (to avoid repetition), maybe what phone/OS/SMS app.