I had the same issue with my bluetooth headphones. I have them connected to my computer and can use them to make any number of conference calls on Teams, Webex, Zoom, etc. I can connect my Galaxy Note9 to my PC and see the screen and dial out, but I was unable to hear the audio through my bluetooth headset. If I disconnect my bluetooth headset then I can hear the audio through my computer speakers, and use the mic.
The only way I can make this work is if I disconnect my bluetooth headset from the computer, and instead connect it to the phone. Then during the phone call I can select "Use Phone" from the Phone app and then click the bluetooth icon (from the phone screen) and point it to my headset. If I look at my bluetooth settings on the phone at that point I can see that my computer is "Connected for calls" and my headset is "Connected for audio and calls".