I have been having the same Celsius only problem for at least a month in the center complication 5 days. Coinciding with getting a new watch.
The phone has Fahrenheit and mostly US settings, iCloud sync is on, settings on the watch are not changeable, ... but the display continues to show the default metric units for all weather aspects.
No amount of fussing with it has resolved the problem. iCloud. No iCloud. Trying to change settings. Removing the watch face. Adding the watch face. Tried to solve this again today. The Apple Watch actually crashes when trying assign a complication from the Windy ... section. I can only pick the default options, and the windy watch face is actually entirely inoperable, when it comes to Windy stuff.
Apple stuff or other third party complications work fine.