Stolen devices

About all you can do is put it in Lost Mode. There is no other Apple service that can find, track, or otherwise flag your device for you. For more info, see:

If your Apple Watch is lost or stolen - Apple Support

If they are turned off then there's nothing you can do to locate the devices.

If Find My was enabled on the devices then you can use iCloud to find their last known location, but it won't update until the devices next connect to a network.