Hi,
I found this on Reddit which might be of help:
Unfortunate that you’re having this problem. I had some issues at the start but it works seamlessly now.
Essentially, I had to pair the headphones with my Apple Watch first by by turning the headphones off, then holding the power-on button for 3-ish seconds until they became discoverable. Then they popped up on my watch. Done.
Then, on my iPhone, I disconnected and forgot the device (this was the main thing). After turning my Jabras off and on again with the extended power button press, they auto connected to my Apple Watch and then I connected with my iPhone again and they’ve worked perfectly ever since.
tl;dr: Think you need to pair the watch with iPhone then watch with headphones then iPhone with headphones for them all to work.