My mail alerts are now working with haptic feedback thanks to another post on here. iOS12 changed the default behavior of mail on the iPhone to not vibrate. You need to go under Settings on iPhone, Sounds & Haptics, and change new mail to have a vibrate alert. Once you do that, set your apple watch to mirror the phone's notification settings, and your notifications should work properly again. This is not even the slightest bit intuitive and I have no idea why Apple did this; it's got to be an oversight.
However, there's still an issue with mail alerts if you don't mirror your iPhone. If I switch over to custom, Apple Watch Mail alerts stop completely. I have tried restarting the phone and watch, turning custom alerts on and off, turning the individual mail account alerts on and off, turning each setting within each account on an off, and just about everything else I could think of - none of which worked.
I called apple support and they got me as far as mirroring the iPhone to at least get alerts to somewhat work, but they did not know how to get haptics working. They also had no idea what's going on with the custom alerts not working at all.