Hi Anfiodo,
Thank you for using the Apple Support Communities! If an app isn't working as expected, the steps below can help:
Verify that the Spotify app is up to date:
How to manually update apps on your Apple Watch
1. Open the App Store and scroll down to the bottom.
2. Tap Account.
3. Tap Updates.
4. Tap Update next to an app to update only that app, or tap Update All.
How to manually update apps on your Apple device - Apple Support
You'll also want to restart your Apple watch, as a restart can resolve unexpected behavior.
Restart your Apple Watch - Apple Support
If you're still having issue with playlists when using Spotify, you'll want to contact the app developer, as this is a third-party app.
How to contact an app developer - Apple Support
Hope this helps!
Have a great day.