Dear @Junrong_Huang,
I'm struggling since a couple of days with a problem similar to yours.
Behind the scene: => I wanted to make something like a home automation/antitheft system on my own.
I have then bought 3 NODEMCU8266 and some PIR sensors (Arduino compatibles).
The aim is to have a PAD (or phone) with an AI2 application to behave as the "controller" of the various NODEMCU's in a totally local WiFi network, without any router (therefore no remote control via WEB).
.I've then decided to have a structure like:
1 NODEMCU (#1) acting as a soft Access Point in Server configuration. It acquires the PIR and drives two relays (when it receives the command by each of the other two NODEMCU's).
2 NODEMCU's (#2 and #3) acting as Stations (STA) in Client configuration, Every 5 seconds they send a relay ON/OFF request to the AP, just to see whether they are alive and connected.
1 PAD (Lenovo M8 Android 9) in Client configuration, acting as User Interface or Controller. It can send a relay ON/OFF command by hitting on two buttons (of the PAD screen). On the screen are also shown the HTML strings as they come from the AP. No extensions used, just blocks.
With my configuration, in which the PAD (phone) is a client, I found that the "easy" way to receive messages from the server, is to set a periodical clock (i.e. 250 ms) on the PAD, so the PAD can ask the server if there are any news (like it was sent unsolicited by the server: see [(@rkl099) Rolf's answer].
In other words, by means of a 250 ms clock, the PAD (phone) asks the server to respond with some updates. If the server has some news to transmit to the client, it sends this new information, else, it sends the string "nothing to say". As soon as the string is received by the PAD, the app parses it, and decides consequently (i.e. "nothing to say" = no actions 
).
The .aia and the .ino files that you find attached are really far from being "ready to use" but, anyway, they are working in my configuration, as described above and I guess they can be a good base that you can elaborate to get your needs 
Auto_Home_04 _1.aia (103.0 KB)
ESP_8266_base.ino (8.1 KB)
EDIT: removed yesterday's Client .ino. Replaced with a commented one:
WiFiClient_1.ino (4.3 KB)
I'm still working on it, therefore, whether you find bugs or something better, please let me know ... (continuous improvement 
).
All the best.
