eSIM in Watch SE does not work in another EU-country

What can I do, so that I can use my Apple Watch SE with my eSIM in another EU state (eSIM from Magenta Austria) without having my iphone with me. Works perfect in Austria, does not work i.E. in Romania. The iphone work perfect and the watch with the iphone works also - but not alone. I tried all settings inculding "mobile Data" and Roaming on. Also I've switched off both devices and started again. Thanks a lot for you help!!