is there a list/chart with the/all AppleWatch features which do work without connection to the iPhone (e.g. iPhone too far away, turned off, or battery 0%)
Those aren’t all equivalent. If the phone is on & has a network connection, some thing will work even if it’s halfway around the world (e.g. SMS). The document @Whyy supplied goes into detail, just understand that “Too far away” and “Turned off / battery 0%” have different answers.