Hi Srbromby
welcome to the Apple (user-to-user) Community !
Re: "My AirPod max headphone will not connect to anything"
Wondering if Apple Support's online articles can help troubleshoot / find the cause:
Eg:
How to: Set up AirPods Max with your Mac and other Bluetooth devices - Apple Support
Connect and use your AirPods Max - Apple Support
Ensure the audio level is not accidentally set so low that you can not hear if the headphones are working.
Customize headphone audio levels on your iPhone or iPad - Apple Support
Adjust the mono audio, balance, and phone noise cancellation settings on iPhone - Apple Support
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Troubleshooting tips:
If you haven't already, you might want to try wearing your AirPods,
and
on iPhone: Try Settings > Bluetooth > tap "Not Connected"
You might want to check that you are only connecting AirPods to one device at a time.
Eg: See if turn off / turn on bluetooth helps; or Switch your AirPods to another device - Apple Support
Make sure a speck of wax or dirt is not blocking anything:
How to clean your AirPods, AirPods Pro, AirPods Max, and EarPods - Apple Support
What to do: If your AirPods won't connect - Apple Support
If you can't connect a Bluetooth accessory to your iPhone or iPad - Apple Support
Resolve Wi-Fi and Bluetooth issues caused by wireless interference - Apple Support
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Resource:
AirPods User Guide - Apple Support
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If needed: AirPods Support Website:
Find all the topics, resources, and contact options you need for your AirPods....
AirPods Support - Official Apple Support
All the best :-)