Hi - As I said earlier, I was not receiveing any notifications for iMessages or E-mails for ever since upgrading to iOS 9 and watchOS 2 Beta when it was released. I had done multiple repairings on the watch and shut down / restore cycles on the phone and nothing worked for more than a few minutes regarding notifications.
But finally had SUCCESS yesterday and it continues to work through this morning. As I write this I am receiving my iMessages notifications on the watch and replying to them with no problem. Also receiving my e-mail notifications again.
1. Using iOS9 Apple Watch app on my iPhone I unpaired my watch completely.
2. On the iPhone, did a complete Erase All Contents and Settings.
3. Waited for iPhone to restart
4. Setup the iPhone as a completely NEW iPhone instead of restoring from any backup
5. Used my Apple ID to get my iCloud data (again, not from a backup on iCloud, just the stuff on iCloud, like iMessages, mail settings, contacts, etc)
6. Waited a while to make sure everything from iCloud was populating on the iPhone, like contacts, iMessages, email, etc.
7. I made sure the iPhone's iMessage Settings for Text Message Forwarding to my iMac and Air were working - they had reverted to not being enabled so I set that back up again.
7. Power cycled the phone just for good measure.
8. Went into Apple Watch app and paired my Apple Watch
9. Waited
10. It worked
Not sure exactly why it worked, but it did. "Success" only regarding notifications for iMessages and e-mails, other features are slightly less reliable.