Blue Iris

I am running OpenVPN and the BI iOS app on my iPad and iPhone and am not getting alerts pushed to the phone. I see the alerts icon showing there is an alert when I open the app, but I am not being alerted that there is an alert. I would like a banner prompt or alert that lets me know I need to open the app and take a look. I have checked the BI app in the iOS notifications section and it's all set up properly.

Could it be that every time I open the app I have to connect to my server?

Any thoughts or ideas would be greatly appreciated. Thanks.