I have the first get Ultra and do not have an active cellular plan on my watch. I do not get voice alerts on my runs when my phone is not with me. I have it set to give me my splits every .25 miles. Ive meticulously gone through all the notifications and Siri settings on my watch and phone and have tried all sorts of different settings with no luck.
With WatchOS26 I would get the voice alerts but it would pause the music. With WatchOS26.1 and forward it stopped providing voice alerts no matter my settings.
WatchOS26 also introduced another bug that my playlists would randomly stop playing and I would have to manually hit play for the next song. Only a reboot would fix this temporarily.
I recently started using the Nike App and it provides voice alerts. Unfortunately, it does not show any of the metrics that the native workout app does like; elevation, power, cadence, vertical oscillation, ground contact time, or stride length.
I was going to by the WorkOutDoors app because I read that it does provide those metrics but I haven't found confirmation that they will get imported into the fitness app summary.
TLDR; I have an Ultra without an active cellular connection and I do NOT get audio alerts without my phone close by.