First of all it's not actually possible to create laps or to segment a run with the Strava app on Apple Watch. It's probably the feature that I wish the company would implement most of all.
There is, however, a workaround that I've had no problems with at all.
It involves two apps; the stock Workout app on the Watch and HealthFit on the iPhone.
I use this method whenever I'm doing a speed workout or some sort of run that I split into segments beyond just KM splits.
I'll record the run with the stock Workouts app as an Outdoor Run and whenever I start a new segment I double tap the watch face. You should see a brief breakdown of pace and time for the segment just marked before resuming the main workout metrics screen.
I'll repeat this for the entire run and then when I'm finished I'll open HealthFit to sync it to Strava.
HealthFit was a couple of pounds to purchase and is well worth the price. The app reads the run data from the Activity app and uploads it to Strava, managing to keep everything intact including the entire GPS route, splits, and most importantly in this use case the segments.
Once the run is on Strava I'll tag it as a ‘Workout’ so that it gives me an analysis of those segments I created while running.
Here's a previous example I ran consisting of a warmup followed by 10k, 5k, and mile pace repeats.