My Apple Watch is connected to my hearing aids but will not play phone calls through them. All other sound sources on the watch play through the hearing aids.

Do your hearing aids have microphones built into them? If they don't, this would be one reason they are not working with phone calls. Without a microphone, the caller would not be able to hear you when you speak. Otherwise, since Apple doesn't sell hearing aids, you'd be best advised to reach out to the hearing aid manufacturer for help with their product.