Is this confirmed? I've been wondering this for some time.
If the watch is connected to the phone by WiFi or BT your watch can SOS via your phone.
With a GPS+CELLULAR apple watch ... what happens if you don't have a cellular plan, and your phone isn't connected by WiFi or BT? If I went for a walk at night, and fell, and my watch detected it ... would I be able to SOS with my watch alone with no cell activated?
This article says it can take 2+ minutes to connect, but it will work: