They are almost downloaded. It will help if you force restart the Watch
i.e. press and hold both the side button and Digital Crown for at least 10 seconds, then release both buttons when you see the Apple logo.
Then, although it may seem irrelevant, Force Restart the paired iphone Force restart iPhone – Apple Support (UK)
Check you have no VPN or other security apps on the iPhone, Reset the router to factory settings, and check the speed of your internet connection.
If it is still misbehaving...
Unpair and erase your Apple Watch
and then
Set up your Apple Watch
If no better you may want to unpair then set up without restoring the backup.
You may also want to make sure the software on the watch and iphone are both up to date.
If you've completed that troubleshooting and the issue is still not resolved, Contact Support.
Click here > Contact - Official Apple Support
or phone numbers
Click here > Contact Apple for support and service - Apple Support