Apple Support has told a customer than the LTE versions of the Apple Watch 3 will only work within the country of purchase, meaning those outside the ten supported countries can't import an LTE model. It also means that the LTE functionality won't work while traveling, even if the destination is a supported country. Meanwhile, T-Mobile has said they will throttle the Apple Watch 3 data speeds down to 512 Kbps.
https://www.notebookcheck.net/Apple-Watch-3-LTE-only-works-in-country-of-purchase-T-Mobile-will-throttle-it-to-512kbps.248864.0.html