Series 4, mobile guard here. So when I leave my house for a bike ride, I like to use the music jacket on my watch with my AirPods. Unfortunately nothing happens. What I'm guessing is that I'm between some netherworld where I'm still connected to my iPhone (barely, with hardly any data transfer). Even when I ride a few hundred meters from my house, away from my clock, nothing. It even looks like it is playing with the silly, small sound animations. But no sound from AirPods.
Then I see that the Wi-Fi setting on the clock is on, which means it will kick in when I lose my iPhone connection. I can tell when I used to drive and ride with my iPhone that my wifi remained connected until I was like half a mile away from the house. Is this part of the problem too? Still, is it still connected to the wifi, but there is not enough data going to play the song?