Besides I have it set where you say, go to Settings, Notification Center, and look low until Facebook if you have it enabled. Facebook recommends putting there 'strips' and 'View in Lock Screen'.
Apart from this, in your own Facebook application, in the 'More' enter Account Settings-Notifications and there marks on what events you want to receive warnings. After a restart of the application and the device, if you prefer, just in case.
If after all this you still do not receive them, would choose to use the option Report a problem to the Facebook application to see if you are lucky and you solve it, personally I have not used and do not know if that section works well.
I hope I have helped a little. Greetings.