I just bought a Galaxy Watch Active and everything works fine accept text messages. I have a Samsung Note8 and I've uninstalled and reinstalled the app on my phone and reset the watch, I've made sure that notification permissions are on and I have tried everything I have found to fix the issue.
Have you already tried clearing the cache of your Messages application and the Gear wearables applications using the below pathway for both?
Settings>Applications>Messages/Gear wearables applications>Storage>Clear cache & restart your devices?
Keep us posted if the symptom is resolved.