Have the same issue with Marshall Major IV
For me the following works:
Go to Device Manager expand Bluetooth and click uninstall on your Bluetooth device(along with the driver)
Restart PC
go to the Intell website and install the latest driver(https://www.intel.com/content/www/us/en/support/articles/000005489/wireless.html)
Restart PC
The device appears on a list now. So, I can select device output and play sound there. What remains there is that I can't increase the volume with headphones controls. But it's not so annoying as an issue that headphones are in Bluetooth but not in audio devices.