Read the computer's user manual as well as the manual of the BT accessory.
I read all and find two things: 1) I have several other 2.4GHz things operating which may interfere. But they don't seem to be the problem(s)
2) Why my headsets dont' reconnect when turned on isn't answered in those articles (at least I couldn't find a answer).
The good news is that the Sony MW-600 I'm currently using connected perfectly this A.M. for my workout.
Also, anecdotal evidence suggests that if I turn on the Mac prior to the headset, and even begin iTunes prior to turning on the headset, the connection works. I will continue to try that, and to research other possibilities.