Have a look under your Fenix 5 device settings in Garmin Connect; chances are you are experiencing the long standing one way sync of device settings issue (Garmin Connect to device only).
edit: seems chunkywizard saw this at the same time as me :D
Thanks chunkywizard & Crispin_Ellisdon it was definitely that! Is that still an unresolved issue or do I have any way to fix it and have it sync both ways?
It's unresolved, or Garmin would probably say it's how it's meant to be! It's a bit rubbish if you ask me, just make sure GC/GCM are set the right way as well as the watch.