My watch notifications from sms is inconsistent at best. Sometimes I get them and other times I don't. Someone correct me if I am wrong, but I am starting to think your watch has to be connected to the phone to get messages. Often times I will leave my phone in another room and the watch disconnects from the phone. Those disconnect times seems to be when I am not getting text notifications. I am used to Apple's system where I could leave my phone anywhere and I would always get text on my watch.
Hi, I am sorry to hear you are having difficulties with watch notifications not coming to your watch. If your Samsung smart watch (LTE) experiences mobile data issues, cannot answer calls, receive texts, or does not display your phone number in the Settings menu, there are a few things you can try. If those options do not work, it may be necessary to contact your carrier for network options or activation support. Try these steps here: https://www.samsung.com/us/support/troubleshooting/TSG01003245/
Please let me know if this helps.