Running shortcuts based on Sleep DND

When I turn Sleep mode on, I have a shortcut run that sets a watch face and turns theatre mode on. It works fine.

I have another shortcut that is supposed to run when waking up. This shortcut does not run if I turn sleep mode off. It only runs when sleep mode asks to be turned off, which doesn’t happen consistently.

Am I doing something dumb or is this something that happens to everyone? All I want is for the shortcut to run when changing from Sleep On to Sleep Off.