Why can't Sony z2 receive WeChat messages when it is dormant?

You should have turned on the power saving mode of STAMINA. When you are in standby mode, that is, in the dormant state, you can only receive calls and text messages by default, and all other information reception is blocked to achieve the purpose of saving electricity. If you want to add an App that can receive messages, you can add it in the settings of STAMINA.