We recommend using either your phone or your watch during your run and not both because the devices will need to sync together. Using both devices simultaneously is not recommended and will make syncing harder. Use one device for your run and they will properly sync for your to record at the end of your run.
Make sure you are also using the correct watch app with the correct phone app. For example, do not try to sync “C25K Free” phone app with “C25K Pro” watch app. They are 2 different apps.