Are the headphones connecting / trying to connect to something else? Your phone? Someone elses phone? Switch bluetooth off on everything else?

I should have added...that the headphones work with my phone and I have tried to sync in several different situations. Home, in the driveway before a run, in the car in the gym parking lot, etc with no luck

You probably are responded to this already, but I was unsure. What esuuv is probably saying is that bluetooth devices only pair one device at a time. If your headphones auto-connect to your phone or any other device, your watch won't be able to pair to them.

I've had this happen with my Tickr a few times and was so frustrated until I found that it was auto pairing to my phone and so couldn't connect to my laptop for Zwift.

Hope Garmin gives you some good solutions!