Every time I contacted support (sent a bug report through the app) they mentioned that. Each time I replied that I had checked that. The battery optimization was still disabled.
However! Progress has been made, after much trial and error.
For the last two weeks I have also “pinned / locked” the Sleep and Companion app in the task list.
15 days have passed since I “pinned / locked” and I have not seen a red line!
