Since the MIUI 12.5 and Android 11 update (MI 9) the setting in the attachment doesn't work anymore. I don't get any older notifications on the Lockscreen when swiping down on Lockscreen, the notification bar doesn't appear. Also it's not possible to dismiss any actual notifications by swiping them to the right on the Lockscreen, then the phone just vibrates.
Having the same with problem with notification shade. First when screen is on I can see notifications with locked screen. Turn off and on again my screen and no notifications on lock screen