Unable to pair my MacBook Pro with my iPhone 11

You likely can't get your iPhone to pair with your MacBook Pro via Bluetooth because it has NEVER been supported to pair an iPhone to a Mac or iPad. If you want things to sync, you use Continuity Services.

See this link about Continuity --> Use Continuity to connect your Mac, iPhone, iPad, iPod touch, and Apple Watch - Apple Support

What MacBook Pro model do you have?

If you initiated the pairing from your iPhone, try doing it from the Mac instead (or vice versa). Do not select "Pair" on both devices at the same time. If the devices have been paired before, try removing the connection from both (click on the "x" next to the device name in the Bluetooth menu on your Mac, and select the "i" and then "forget this device"). Then try pairing again.

Usually Bluetooth doesn't work very smoothly between phones and computers... it's caused me issues in the past and it's likely to do the same to you.

-flef