@usercclzaGHtzl Thank you for that. Below is a link with steps on how to enable/disable the connection notification.
I'm suffering from the same on-phone notifications. Note 8. Everything is updated; the culprit is the Gear S Plugin. There is no way to block notifications from this app. It's annoying to have to turn off the watch every time you're not wearing it just to prevent it from notifying you that it's connected.