We are volunteer fellow users. We do not know. We can only go by what other people post in the forums that we happen to read, and maybe from Apple coverage blogs.
If you buy an Apple Watch Series 3 through 8 in the EU, that we know works in other parts of the world (outside Canada, U.S., Mexico, Puerto Rico). It is just the Canada, U.S., Mexico, Puerto Rico vs the rest of the world that we do not have any solid knowledge about Series 9 and Ultra 2. I fully expect an EU Series 9 or Ultra 2 will work in Israel.
And NO, you cannot just buy an eSIM. The Apple Watch must be paired to an iPhone, and the iPhone's cellular provider must support the Apple Watch. Then the Apple Watch shares the iPhone's phone number. In the U.S. the sharing fee in $10 U.S. per month.
https://www.apple.com/watch/cellular
The other Apple Watch option is the Family Plan, were the Apple Watch is treated as if it belongs to a dependent child or aging relative. The parent's iPhone sets it up. But because the Apple Watch is not paired to its own iPhone, it lacks features that come from being paired to an iPhone, such as not being able to send/receive SMS/MMS TEXT messages, and a host of other things that depend on the paired iPhone.
Of course there is GPS ONLY mode, where the Apple Watch can do everything the cellular model can do AS LONG AS the iPhone is nearby. Away from the iPhone, the GPS only mode Apple Watch can still track your exercise, play music or podcasts stored on the Apple Watch, and tell time. It just cannot do anything that requires a cellular connection and the Internet.