How can I get my Gear 2 Neo to alert me if I walk away from my phone? (Gear 2 Neo + Note 4)

[Phosphoreign]

I have a Gear 2 Neo and a Note 4.0 Verizon. I have been searching the interwebs high and low to see how I can do what I think to be the most important, most obvious function I would want from a smart watch... LET ME KNOW WHEN I WALKED AWAY FROM MY PHONE!! I was at the grocery store yesterday, left my phone in the car, and when I realized I didn't have my phone, I started to freak out thinking I had dropped it. I like the finger print scanner and don't want to EVER have the swipe lock, so I don't use that screen lock function... but I cannot, for the life of me, figure out a settings option, an app to download, whatever that will simply make my gear start screaming if I get a little distance from my phone... they even set that up for the S PEN FOR GOD'S SAKE!! If anyone has an answer, please help