Why can’t I connect my iPhone 11 to a JBL speaker via Bluetooth? I have gone through all the steps and it picks up other items just not the speaker

You must put the JBL Extreme into Pairing mode. See—>https://support.jbl.com/us/en/product-support/bluetooth-pairing-guide.html

And you did this while your phone was displaying the Bluetooth screen after you went to Settings/Bluetooth, made sure the Bluetooth switch was on, and waited for a scan that occurs every 15 seconds. When you pushed the Pair button did the speaker make a pairing sound?