The Watchlist (Continue Watching/Up Next) is tied to a specific Apple Account, not to a device per se. Please verify that the intended account is active/signed in.
The Watchlist can be reset by deactivating Use Viewing History/Use Play History on your devices. Once reset, that data will be gone permanently. When active on your devices, it should sync to iCloud, and be available on any of your devices (with the Apple TV app). Because it is in iCloud, internet connectivity is mandatory to load this information.
If your settings are correct/as intended, and it still doesn’t work, then try signing out of your account, followed by immediately signing in again, to reload these account properties freshly.
On what (primary) device did you have this missing? Is it for the Apple TV box? Which model? [1] [2]
Or else what other Apple device or third party device with the Apple TV app?