Hello Roon001,
Congrats on your new MacBook Air. We understand that you’re unable to connect your Sony headphones to any of your devices, and we’d love to assist you. We noticed that you came from the article, If you can't connect a Bluetooth accessory to your iPhone, iPad, or iPod touch.
To get a better understand of the issue, can you provide us with the following details:
• Does the issue persist after completing those steps?
• Have you tried pairing another Bluetooth accessory with your devices?
• Do you experience the same issue or does this only occur with your Sony headphones?
If only experience this behavior with your Sony headphones only, we suggest completing the following steps, including the steps in the sections, "Resetting the headset" and "Initializing the headset to restore factory settings," as shown here: Sony Wireless NC (WH-H910N) - Pairing cannot be done
Have a wonderful day!