For calendar events, I generally solve this by setting more than one alert for each event. One is almost always 15 minutes before I need to leave; sometime an hour before I need to leave (eg, it’s a morning appt and I’ll need to shower and dress before I leave), generally 5 minutes before the event (or before I need to leave), which is really when I leave. The first alert makes me start to get ready.
I do have my watch set to remind me more than once of a new message, as Adam described.
And I have sound off on both the phone and the watch. I’m never without at least one of them, if not both, and haptics always work for me. I have my wife’s contact set with emergency bypass on for text and phone so it does make a sound when she’s trying to reach me. Plus I make really good use of hide alerts for unimportant and gabby group messages.
All that said: I wouldn’t mind an option like this, at least for some apps.