Please wait until a text occurs below the indicting that the language is available offline (see screenshot on the left). Sometimes on the next day it may work magically. It is a little bit clunky and requires to tweak around with it. Unfortunately there is no feedback from Apple when the process is completed or if it is still running. It takes place in the background and requires a good WIFI connection. Your device will then load offline dictation files from Apple. To setup offline dictation please open the 'Settings' App and navigate to 'General -> Keyboard'.
Earlier versions not not support offline dictation !
The following requires iOS 13.3 on your device.