If your GPS won't lock when you start an exercise, and it happens since the One UI 6 update, this reply from the awesome author of the awesome Wear GPS Fix app might help:
Thanks for the email. I do recognise the situation you describe. I think it's because the cached satellite positions are lost during the system update. A couple of suggestions. Firstly, you can try the following. Enable developer options (Google if unsure how), enable 'stay awake when charging' and attach your watch to a power supply. Place your watch as close as possible to an outside window, eg on a window sill. Start Wear GPS Fix and give it as long as it takes to get a fix (eg. leave the watch overnight). Once the fix has been obtained, the time taken subsequent fixes should be back to normal.
I have also seen people suggesting that clearing the watch's cache helps to restore normal GPS fix operation - but I haven't tried this myself.
Hope this helps.
I think also if you're just sufficiently patient and keep trying to get a fix, eventually it will work on its own, but the above is faster.