@jjarvis I have had the same issue and sort of gave up after a while. There is a thread on this topic that might help you.
According to the thread some headphones cause sensor interference but it appears that AirPods may not when used with an iPad. I have been able to connect my BT speaker occasionally while using the lighting/HDMI connector. 1st I start playing via Spotify and then exit and then it seems to work but the sound also goes to the TV so I turn the volume down to 0. Maybe that would work for you for your headphones. Good luck!