Emergency SOS should work in any country, as long as you have your iPhone nearby or you have a Cellular-enabled watch.
Your second link is specific to international roaming with the cellular-enabled watch, which gets complicated for various reasons (do you need an active SIM, does the modem on the watch support bands used in that country).
The latest Series 5 watch has improved the international SOS feature - from the Ars Technica review[1]:
> The improvements to the SIP and cellular bands allows the Series 5 to make use of its SOS feature in more than 150 countries now. If you find yourself in a bad situation, or the Watch's fall detection kicks in when you fall off your bike during a cycling workout, users with cellular Series 5 models can now call emergency services in various countries.
Your second link is specific to international roaming with the cellular-enabled watch, which gets complicated for various reasons (do you need an active SIM, does the modem on the watch support bands used in that country).