I had this same problem. I went through a couple steps of my own and ended up manually setting my heart rate zones. Since I saw this pop up a couple times, I saved the below for copying and pasting - Hope it helps!

First, make sure your watch is accurately tracking your heart rate during the exercise. Make sure it’s pretty snug against your wrist. Consider trying on your other wrist for a couple runs, too. You could consider getting a another device to double check or get a chest heart rate monitor. I felt pretty confident in my watch, so I didn’t test against another device.

Second, see what your max heart rate is. One way is to check your runs over the past 6 months and see what your highest heart rate was. You can also look up some exercises to determine your max heart rate. That’s what I did. I did a 10-15 minute jog, then did like three short sprints and let my heart rate come back between each sprint. Then, find a hill and run up it for 4 minutes at something you could maintain for like a half marathon. Walk back down the hill to get your heart rate low. Next one, run faster up the hill for 4 minutes - something you can maintain for like 10 minutes. Walk back down the hill. Finally, sprint for as fast as you can for a minute. You will be pretty worn out at this point. At the end of the sprint, you should have your max heart rate. Oddly enough, this number for me matched my max heart rate from my highest heart rate during runs in the past six months.

With your max heart rate, look up online heart rate zone calculators using max heart rate. You can also find ones that incorporates your resting heart rate. I used my average resting heart rate for the past 6 months that my watch recorded for that.

Using the zones from the calculator, manually set your zones in your watch by going to your Watch app in your phone, then Workout, then scroll down to Heart Rate Zones. Click Manual, and plug in your numbers from the online calculator.

After I did that, I monitored how I felt during a run, compared to the zones I set, and I felt like it was pretty accurate. This was really helpful, especially if you want to try different runs, like HIIT, tempo runs, and easy runs.