So the following behavior was spotted: I'm from Europe and moved to the US, so my Connect app on iPhone uses the metric system, yet on the watch when doing the treadmill I'm using miles as it is easier to use during coach sessions to align the treadmill settings with what I see on the watch.
Today when running with this new Connect Plus feature I spotted that the reading of pace from the watch is directly sent to the phone without adjusting for different units. It was a 9:20 min/mile per watch, not a km, thus information in the app was putting me in a red zone mistakenly.