Please note I have the S6 message app does not show in notifications on/off selections in gear app. I use to get message notifications prior to update. I have tried everything short of deleting the Geary app and reinstalling.
In my previous post I mentioned that now "it almost works" because in as much as it woks most of the times, sometimes (rarely) "show while using phone being OFF" does not properly direct the notification to the watch. It somehow acts as if the phone is in use in as much as it is not. Therefore, the notification does not get forwarded to phone. If "show while using phone is ON" then, as far as I can tell, all notifications are coming through. I conclude that this is a bug in the Samsung interface software between the watch and Android phone which should be explored by Samsung. Again the fact that it works most of the times but not all the times is not good enough. This being a software issue (I think) it should be mended to work all the times.
1) Go to Gear software on the phone -> Notifications -> Show while using phone and turn it ON. That should show notifications on your watch, at any time. If not, then you may have a communication problem between phone and watch which would be beyond a possible software bug in Samsung's Gear apps. Check to make sure the bluetooth icon on the phone shows that the connection goes to the watch and not to some other bluetooth device. If it works as intended, then you can turn it back OFF and you should receive notifications only when not using the phone (well, as I said before, most of the times)
2) You can manage notifications on Gear software on phone to make sure that only the ones you selected are pushed to the phone. I disabled a lot of them so that useless notification do not turn on the watch screen.