I appear to have missed the point - I followed the prompts when setting up the cellular service on my Watch, but EE appears to have given the watch a completely different number in their app. I switched my iPhone off and called it from a landline, the Watch did not ring, and the call just went to voicemail. Messages from the Watch, when the phone is off, are coming through as SMS, but in the normal iMessage thread. iMessage replies came through to the Watch, still in the thread.
After failing to call the Watch (with the iPhone off) on my usual number, I also tried calling the number for the Watch on my EE account, and that just said "unavailable". How am I supposed to get calls to my Watch?
I am now on hold to EE trying to find out.