I have this same issue. My watch rings normally when receiving a call and my iPhone is in my pocket, but after connecting to CarPlay, my Apple Watch Series 5 no longer rings. If I restart my Apple Watch nothing changes, but if I restart my iPhone 11 then my Apple Watch begins ringing again when receiving calls. The other issue I noticed is when I'm in the car and using CarPlay when I say "Hey Siri" sometimes both CarPlay and my Apple Watch both respond and both act on the request (i.e. What is the forecast for today and both my Apple Watch and CarPlay respond with the forecast, rather than one or the other handling the request. It definitely seems to be an issue with CarPlay and Apple Watch. I'm running iOS 14.0.1 and WatchOS 7.0.1