I have just an owner profile. For testing purposes I have created an empty (and not really used) private space. Even with the private space unlocked, an incoming Signal call rings fine (with Molly v7.22.2-1, not Signal, if that matters). This seems to work whether or not the screen is locked or not, FWIW.
I'm using Mullvad VPN in always on mode with non-VPN connections blocked on a Pixel 7 Pro. I don't have any Google services installed and I have a "WebSocket Service" notification, so I assume I'm using Signal's own push.
This is on wifi BTW, not mobile data. The phone is actually in airplane mode.
I am using Molly's feature to link to an existing Signal account, rather than this Molly instance being the "primary" connection to SIgnal for the phone number in question. I have the Signal app running on a different phone as the "primary".