Since last two days Some sms like OTPs, ATM transaction message, IRCTC msg or online recharge confirmation sms are not being received on my LUMIA 525 whereas the text sms are working properly. Please resolve
Same problem occurred with my lumia 525. To solve this, go to main settings, then go to call+SMS filter. It must be turned on. tap it to make it off. Before doing this, if you want to check what all messages are being blocked, then go to messaging window and then go to settings - then blocked messages. For me the problem was resolved.
Either you have operator issue or you have DND (do not disturb) activated.
Go to settings => System/call + SMS filter and check there is no blocked SMS settings.