Moin, I got Bluetooth headphones from Sony for Christmas. Since they are from Sony, you'd think you could just connect them to the PS4 like that. Thats not OK. Either it says "Bluetooth audio devices are not supported by the PS4" or "The pass key may be incorrect or your Bluetooth device has lost the connection". But I don't have a display where the pass key can be shown. I don't have a cable for the controller either, the headphones only have bluetooth. USB does not work because the headphones can't be switched on when plugged in. Would be extremely grateful if someone knew a solution, the Internet did not help me.
Unfortunately, you can't connect audio devices to the Ps4 via Bluetooth. Once I got a box and it didn't work. I'm sorry