I lost my Apple Watch - Need Help

I was swimming in a lake and lost my Apple Watch near the shore.

Find My couldn’t track the Apple Watch even after 1-1.5 hrs of struggle.

Since I am travelling, I have left that place.

The problem is that I didn’t have a passcode on my watch.

I have activated the Lock Mode and the Erase setting but both these require the watch to first connect to the internet. My watch was GPS WiFi only.

What can I do to protect crucial/sensitive personal information?

Any and all help will be appreciated.