Hey,
Thanks for showing what you've been through. Would it be alright with you if you updated this as you go along?
I don't live near any Apple Store or AASP and posted my iPhone to have the battery changed thinking, well I have an Apple Watch Series 4 with cellular, It'll be fine. Man, I learnt a lot after that.
Because the iPhone was gone, the Watch became disconnected from the iPhone. I could make and receive calls, but couldn't do any iMessage or Facetime (which I realised after I posted the phone, seems to be the majority of what I was using).
So, when your watch is on a cellular network but isn't connected to your iPhone nearby, I found that it's features are different. I've found this in this support articles as well: https://support.apple.com/en-us/HT205547
"If your watch is connected to a cellular network, but your iPhone isn't nearby, your watch can do the same things that it can when using Wi-Fi."
Below this the article list features it can do and it says send & receive messages.