Bluetooth Connection Failed. New AirPods Pro won't connect

I have followed all of Apple's directions and procedures for connecting the AirPods Pro to my MacBook Pro 16", but every attempt results in "Connection Failed" in Bluetooth settings. I have tried resetting the AirPods each time, without success. I'm running Catalina 10.15.4, checked for OS updates and have tried multiple restarts. The AirPods connected perfectly with my iPhone 11 Pro and iPad Pro 12.9. I even tried disabling Bluetooth on both devices to rule out that being the problem.

I wanted to check in here to see if anyone had solution before I returned them to Apple for a refund.