BG96, Missing TCP messages in sleep mode

revision: BG96MAR04A04M1G
(Our board main chipset is STM32F405RGT6 and uses arduino based firmware.)
Configuration for basic communication connection is completed, mqtt and tcp communication is working well.
What Configuration you talking about?

I have also seen cases like
BG95-M2 tcp keep-alive network problems - IoT Modules / LPWA Module - Quectel Forums

If so, is it not possible to receive tcp messages in sleep state?

For other products, use the following command to maintain the tcp connection.
AT#SKTTO=0
AT#SCFGEXT=2,1,0,0,0,0