Apple Watch can't send/receive SMS while using cellular plan

I've been using Apple Watch Series 3 for a while. I just upgraded to a Series 5 and while I love it for the most part, I have noticed that if the watch is on cellular and my phone is not nearby the watch will not send or receive SMS messages. I can make/receive phone calls just fine and if I'm on WiFi it sends and receives SMS without issue. It is only when I'm on the cellular plan. I can _always_ send/receive iMessages. I have unpaired and repaired the watch, I've talked to Apple and I've talked to AT&T. I know I remember sending and receiving SMS on the Series 3 LTE+GPS while away from my phone. Both Apple and AT&T seem to understand that the watch should be able to send/receive SMS while on cellular so long as the iPhone is on and connected to the Internet (via WiFi or cellular itself) but that the phone should not have to be nearby. Neither seems to know how to fix this issue. I would really appreciate any assistance that anyone may have. I find it difficult to believe that my Series 3 was capable of something that they left out of the Series 5. I found [this article](https://support.apple.com/en-us/HT208489) on Apple's site which also confirmed the watch should be able to do it as long as it has a data connection and the phone is on and has a data connection. Again, any help would be greatly appreciated. When I send a message from an outside source to the phone/watch it shows up on the phone and in iMessage on the Macbook Pro / iPad Pro but does not show up on the watch. EDIT #3: More talking to AT&T who still cannot solve the issue, but it is now back to an inability to send or receive when using the cellular plan.