I had this exact same error and discovered that it was just because cortana was not set up on the phone! After the OS upgrade to the newest build you need to reconfigure cortana by reinstalling or restarting it. Basically they are just a few basic steps. But after that Cortana worked on the Band 2 again. (this applies to the latest .36 build)
Yes, I found that out too, every time when there is a new build /OS update, (or even a language pack installation), the Cortana need to be re-setting up, before trying to use it on the band
Please advise how you "reinstall or restart" Cortana. I have Cortana configured on my phone and it works fine. I am using a Lumia 950 Dual SIm unlocked. Issue continues.
Just click the Cortana tile on the phone or press&hold search key, then it will automatically done. Once the Cortana Cards show up, ti should be fine , to test, do Cortana search on the phone first, to make sure Cortana works on the phone. Then try that thru the Band.
Keep the phone screen on and not locked, After press and hold the band key and ask the question/ commend, see if the phone will start the Cortana screen, if yes, then you should be fine. But if not, then re open the Microsoft health app and disable the Cortana under tile manager-> save-> re enable Cortana tile-> save. Exist the app, and try again.