Thanks for your quick response.
On the connected iPhone I cannot find a Theatre mode. Under Focus, there is a Movies option just like on the Watch. My aged memory tells me that I may well have created a Movies Focus on my phone in the past and it has been copied to the watch. Again, from memory, I think I did that to try to totally silence the phone when I was in a theatre. I found that the Do Not Disturb Focus still let alarms through. When in a theatre, I want it to not light up nor make a sound but that seems difficult to do, without turning it off. The watch has both Theatre Mode and Do Not Disturb Focus so they must be different.
It's interesting that the watch comes with a Theatre Mode but the iPhone doesn't — or I just can't find it.