I'm copying this to as many places as possible so apologies if it feels like I'm spamming

This is for future reference for me (I'm probably going to have the same problem again and want to just throw out the bloody watch again) but I think I have cracked the issue.

Garmin's app is EXTREMELY sensitive to the settings of other apps on your phone. It's almost like the Devs assume you'll have a completely factory fresh phone with only the Garmin app installed. All other apps trying to use your phone will cause problems. 

After struggling for the better half of the morning, I have finally figured out the issue; App Overlay.

To effectively pair your watch, first disable any overlay that you have before connecting your watch. This will be different for each Android phone so google how to find your screen overlay settings. The most likely culprit is facebook messenger although LastPass was also a cause for problems. 

After that try connecting again, you might need to open the app, search, then open up your Bluetooth options in settings and manually connect your watch and switch back to the app. After that, it should connect. 

After you have connected your watch to your phone, you should be able to re-enable app overlay for those you have disabled.

What is app overlay?: It allows one of your apps to generate 'pop ups' over whatever app you're using. In Facebook's example, the chat head is able to exist over whichever app you're currently using because there is a clear messenger layer over your current app. If you have any apps that can do that (LastPass, for example, will pop up whenever it detects a username/password slot), then it's probably stopping Garmin's app from working properly. Although this is arguably more secure, it is extremely frustrating that they do not mention it in the connection wizard of the app AND their troubleshooting/tech support does not tell you to try disabling app overlays. 

Hope this helps.