Apple Watch series 3 & 4

As long as the paired iPhone is nearby, the GPS only Apple Watch will use all the iPhone radios via its Low Energy Bluetooth connection to the iPhone, or if they can see each other via WiFi, the Apple Watch will use that to talk to the iPhone.

I have a GPS only Apple Watch. As I'm leaving work I iMessage my Wife that I'm on my way home. She receives my iMessage via her GPS only Apple Watch at home where her iPhone is in her purse in the kitchen about 50-60 feet away from her desk at home.

We use Walkie-Talkie (a push-to-talk FaceTime Audio session).

We have answered and made phone calls via our Apple Watches.

We see the current weather on our Apple Watches. In fact any Apple Watch that needs data will get it via the paired iPhone radios, if the iPhone is nearby.

If the iPhone is not nearby, then if the Apple Watch is on a WiFi network, it will use WiFi.

iMessage can use WiFi directly from the Apple Watch, however, a cellular text message to a non-iPhone user requires the Apple Watch to find and use your iPhones cellular voice chips. But if the Apple Watch can find the iPhone, then it can send Text messages to non-iPhone users (I just did it last night).

The following article may help

https://support.apple.com/en-us/HT205547

Yes, I had the original Apple watch (Non-cellular) for years and I was able to receive and send messages.

You can receive messages on all of the Apple watches.

My pleasure.