When changing your username through creating a new username and redirecting your old username to the new one, your new username will not have your old username's watchlist. The standard way to transfer your watchlist to the new username is the following:
Log into your old username.
Click on "Watchlist" at the top of the page. This will bring you to your old username's watchlist page.
Click on "Edit raw watchlist". This will display a text box with a complete list of the pages you are watching.
Select all of the content of this text box (Ctrl+A on Windows and Linux, ⌘ Command+A on Mac) and copy the contents of this text box (Ctrl+C on Windows) to the clipboard.
Log out from your old username and then log into your new username.
Click on "Watchlist" and then on "Edit raw watchlist", exactly the same way as you did for your old username.
Place the cursor in the text box and paste the contents of the clipboard into the box (Ctrl+V on Windows). You should now see the contents of your old watchlist appear in the textbox.
If you want to, you can edit the text box to remove pages you no longer want to watch.