no playback on bluetooth headphones

I am running OSX 10.10.5 and Audacity 2.3.3
when I playback I only get sound through display speakers, not heaphones (Sennheiser 4.50 BTNC) They are selected in Sys Prefs/Sounds/Output but in Audacity the only Output options are Airplay or Built-in Output.
Can anyone please explain why and how to correct this as my wife doesn’t want to hear all my old LP music as I transcribe to digital format.
I would appreciate any help offered.

I am having the same problem. With my headphones, I cannot hear the playback audio or record audio.

I would recommend getting some wired headphones. The connection to wired headphones is MUCH more reliable than bluetooth.