Cannot Change Watch Face

after the latest software update, I have tried to change the watch face and it will not do it. I am in the US, and have the 44mm. I go to new face and set to default, but it does not show on my watch, only on my phone that the face was change in settings. I also, see that my phone does not connect with my watch using GPS applications (golf gps app.). I've added VPN to my phone, could this be a problem? Bluetooth is connected. Please help