I cannot connect my iPhone watch to my new iPhone and I don’t have access to my old phone to disconnect

From the last paragraph in:

About Activation Lock on your Apple Watch - Apple Support

If you can't access your iPhone or Apple Watch, or if your Apple Watch isn't paired with your iPhone and you need to turn off Activation Lock:

1. On a computer, go to iCloud.com and sign in with your Apple ID. 
2. Go to Find My iPhone.
3. Select All Devices, then click your Apple Watch.
4. Click Erase Apple Watch. Select Next until the device is erased.
5. Click the remove button  next to your Apple Watch.