Connection error with laptop and BT headset?

Hi there every1. I have a Lenovo basic lappy B490. Facing with a small issue off late. I'm trying to connect the lappy with my Sony MW600 BT headset. Its getting paired & showing in the in the device list. When I try to listen to music or watch movie with its not not getting connected and shows a connection error. I have attached a pic of the same. Please help me to resolve this issue.Connection error with laptop and BT headset

Right click Sound Icon and click Sounds[make sure head set plugged in ] Find your head set in list click it to set it to Default and click Apply and OK and then see if work.

Dear Gary,
Thank you for a quick reply. I have tried the process as per your suggestion. I have synced the device again and got them connected and searched for the option in the sound icon. But the option is not active. I have attached the pic for the reference. Still the sound play on the system only and not on the headsetConnection error with laptop and BT headset