I don't seem to be able to set up Series links on Watch.
Today I have tried to do a series link for Secrets and Lies on Watch 09/09/15. When I choose 'get series link' the icon does not appear on the guide next to the name. It doesn't show up in the planned recording list either!
If you hit the record button again on the programme, the third option is 'change series link & other options' so it looks like it has accepted the series link.