phone lights up when do not disturb is on

If this was my iPhone, I would follow the advice listed in: Restore your iPhone, iPad, or iPod to factory settings - Apple Support, and restore from your most recent backup.

Since you said the iPhone was new, you should also avail yourself of the complimentary support available, by using Apple Support.

Have you enabled "Dim Lock Screen?" Use Do Not Disturb on your iPhone, iPad, and iPod touch - Apple Support

Try using the procedure listed in: Force restart iPhone - Apple Support