Missing LED notifications is not at all a problem. Don't worry & Don't get annoyed.
You can get colorful notifications using this app.

Steps to use:
1. Disable any battery optimizations for the app.
2. Provide Notification permission.
3. Select the apps you want notifications.
4. Select Color & Light size.
5. That's it.

For MIUI devices you need to
1. Make sure that AutoStart is enabled in App Info.
2. "Show on Lock Screen" should be enabled in Other Settings.