These were the 3 ways to solve this issue:
Check Cellular Signal: Ensure that your Apple Watch has a strong cellular signal. Weak or no signal can cause connectivity issues. You can check the signal strength by swiping up on the watch face and looking at the signal bars.
Restart Your Apple Watch: Sometimes, a simple restart can resolve connectivity problems. Press and hold the side button on your Apple Watch until the power off slider appears. Swipe it to turn off the watch, then press and hold the side button again to turn it back on.
Check for Software Updates: Make sure your Apple Watch is running the latest software. Go to the Watch app on your paired iPhone, navigate to General > Software Update, and install any available updates.
Sadly, I tried to connect many times. I actually had more than 8 new sim connections linked to Onenumber. Even staff in a Vodafone store were unable to connect. Finally, a Vodafone employee in disconnections advised me that this is a common and ongoing issue for Vodafone. Unfortunately having to move to another network.
I actually spent two months trying to get a connection, bought the watch on July 12th and gave up on Sep 15th. At least 20 phone calls, numerous on-line chats and three visits to a Vodafone store. I so regularly heard, "we'll give you an new sim number and all will be fine within 24 hours". Suffice to say, on no occasion was it sorted.