Do you need a cellular connected Apple Watch to use the hard fall feature?

It does need a cellular connection, but if it is paired to your iPhone via a Bluetooth connection that will also do the trick. So if you get the cellular version, it will work on its own, but if you just get the GPS, it will need to be paired with your iPhone to work.

A GPS watch will work just fine as long as you have your phone with you.If you have a GPS + CELLULAR then you don't need your phone with you.