I was having the same issue and this is what I did to resolve it:
1 - Open the Watch app on your phone.
2 - Scroll down and select the Notifications menu.
3 - Inside the Notifications menu, scroll down and select Mail from the list.
4 - You will have two options in this menu "Mirror my iPhone" and "Custom". Select "Custom"
5 - Once you've selected Custom a new list of options should show up below. In those options you should see all the accounts you have linked to your Mail app.
6 - Select the account that you want to send notifications to your watch.
7 - Inside this menu make sure "Haptic" is turned on.
8 - Repeat for any other account from step 5 that you would like notifications sent to your Watch.
This must be done individually for each account that you have linked with your Mail app, but all of them should be listed there. I hope this helps!