email on apple watch

when my phone is on and my watch and phone are with me I get email and notifications on my watch.

But if my phone is off or I leave it at home and my watch is on cellular I cannot send or receive mail.

I am using the apple mail app setup with a exchange email.

When checking for mail it fails and says "no connection available to retrieve messages for exchange"

Any suggestions?

I have already tried deleting and setting up the mail account and unpairing and repairing the watch.