How to stop notifications when locked

If I received an SMS, then the message pops up on the screen for enough time for me to read the start of it without having to unlock the phone. This is a useful feature, but it is being exploited by thieves and the general advice is to turn it off, but I can’t find the option to do this in Sailfish. Could someone point me to where the option is please?
For interest, here is one of the articles on what’s happening - How is a thief taking thousands from London gym-goers? - BBC News

Settings → Device lock → disable the ‘show notifications when locked’ toggle


I did that, but SMS texts are still showing.

Next time I buy something from ebay and need a code, I’ll double check, and this time I’ll press with my finger rather than my thumb, so that the fingerprint lock can’t accidentally unlock it.