Apple Watch iMessage
If someone can use iMessage on an iPad or iPhone when it is not connected to a network, but it is connected to Wi-Fi, then why can’t the Apple Watch do the same?
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Even if your iPhone isn’t connected or powered on, you can send and receive iMessages on your Apple Watch when your Apple Watch is connected to Wi-Fi or cellular. For more info, see (step 2) in:
If you can’t send or receive messages on your Apple Watch - Apple Support