This policy setting allows you to prevent app notifications from appearing on the lock screen. If you enable this policy setting, no app notifications are displayed on the lock screen. If you disable or do not configure this policy setting, users can choose which apps display notifications on the lock screen.
Administrative Templates/
System/
Local Computer Policy -> Computer Configuration -> Administrative Templates -> System -> Logon
After changing group policy options, you need to update group policy. If you do not update group policy then settings will not effect. To update it just simply type below command and also sample image is shown.
gpupdate /force
In about command we used "/force" option, this will help up to update policy options forcefully.
