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Hi @steviez, welcome to the community.
Go to Settings > Lock screen & security > When device is locked and set that to "Don't show notifications at all".
The method described by @CameronT will not allow ANY notification from any app to show on lock screen. If you only need to exclude messaging from showing notifications on the lock screen while allowing the rest you can do this by going to Settings -> Notifications -> Choose "All apps" from the drop list -> Messaging -> On the lock screen -> Don't show notifications at all.