1: There is no sim as such like what you put in a phone. Instead of this, the Apple Watch has an Esim (which is basically an electronic component on the circuit board of the watch.
2: Not sure on this question, so perhaps some of the others can help you out more with it.
3: You need to have a pay monthly (or sim only) contract on the iPhone the watch will be getting used with. Your iPhone would need to be on EE and so would the cellular add on for the Apple Watch.
Basically the cellular add on for the watch is (for want of a better word) a clone of your iPhone's tariff, and apart from data (which you get an allowance of with the cellular add on for the watch), any calls you make from off of the Apple Watch when it's out of range of the iPhone, will come out of your call allowance that your iPhone has.
As far as I know, none of the UK networks that support the Apple Watch cellular feature allow the iPhone, the Apple Watch to be on a different network to each other.
