may try this
This is what worked for me.. Silly me, I was trying to pair the headphones without being in pairing mode.
To enter pairing mode for Sony Headphones, press and hold the power button for 7 seconds (while powered off ) or till you hear "pairing mode" through your headphones).
Next go to Action Center and select "Connect". It should turn on BT and your device should appear in the list.
Hope this helps someone!