Verify your Apple Watch is signed into the same WiFi network as your Macbook Pro.
Apple Watch -> Settings -> Wi-FI -> Choose Network (if and only if your primary network has not been selected).
Mac -> System Preferences -> Network -> Choose Wi-Fi interface in left column -> Advanced -> Wi-Fi tab
Make sure your home network is at the top of the "Preferred Networks" list. If it is not, then drag it to the top of the list.
Back at
Mac -> System Preferences -> Network -> Choose Wi-Fi interface in left column
make sure Status: Connected says "Wi-Fi is connected to "same Wi-Fi as your Apple Watch"
Check that your Mac's Bluetooth Preferences, sees your iPhone
Mac -> System Preferences -> Bluetooth -> Devices -> Your iPhone should be in the list
You may need to open your iPhone -> Settings -> Bluetooth.
YOU DO NOT need to pair the Mac and the iPhone, you just want that they can see each other.
Do the reverse, and on your iPhone make sure it can see your Mac via Bluetooth
iPhone -> Settings -> Bluetooth.
Your Mac should appear at the bottom of the list in "Other Devices"
Again you DO NOT want to pair, you just want to make sure they can see each other. You may need to have the Mac's Bluetooth Preferences open for the iPhone to see the Mac.