How to hide notifications when ZTE Grand X 4 is locked?

There is an option to hide sensitive notification content when the device is locked, but I do not see anyway to choose what is sensitive? How do I choose what apps have sensitive content?

Specifically this is located in: settings > sound & notification > underneath the Notification header




Hi Henry. Change lock screen to none then put it back to how you want it (swipe, PIN, password), while setting it up, check if you will be asked if you want to show notification on lock screen.



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