I went to an Apple store in Shanghai/China to buy an apple watch with cellular and they told me I'll not be able to use it because SIM card providers (i.e. China Unicom, China mobile) require Chinese ID (which foreigners don't have) to unlock the cellular feature. The issue is not buy the SIM card but to put both iPhone and Watch on the same number.
It seems the eSIM (used by watch) is not that welcome in China. New iPhones are coming without it and instead hold two physical SIM cards.
One option would be to ask a chinese friend to buy a SIM card for me.
What other options are there?
(This whole story looks like the lock I use to see on phones years ago)