Vision Pro Audio not outputting to third-party headphones?

Am no expert on this : You may want to first check a few things:

# check the volume is not set so low that you don't hear the sound.

# check do not disturb is not on

# check the app you are using is not muted

(eg: microphone icon crossed through)

Else: you may need to direct Vision Pro to play the audio through the third-party (non-Apple) headphones.

Apple support's online articles may help: Use Bluetooth accessories with your Apple Vision Pro - Apple Support

Eg: says: "To connect compatible hearing devices and other Bluetooth headphones with Apple Vision Pro,

put the device in pairing mode.

Then open Settings > Accessibility > Hearing Devices on Apple Vision Pro and tap the device's name.

Also says: "Apple Vision Pro compatibility with third-party Bluetooth devices and accessories isn't guaranteed.

If you have trouble connecting Apple Vision Pro to your third-party device,

contact the device's manufacturer for help."

Dyson's headphones support webpage: https://www.dyson.com/support/headphones

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Connect headphones, game controllers, and other Bluetooth accessories to Apple Vision Pro - Apple Support

Eg: says

• "Connect other Bluetooth headphones: 

Go to Settings > Accessibility > Hearing Devices > Other Devices, then tap the name of your device."

NB:

Also: says "AirPods Max wireless headphones use Apple AAC Bluetooth Codec to ensure excellent audio quality."

and

"How to listen to lossless on your Apple Vision Pro

What you need

You can listen to lossless on Apple Vision Pro using:

• The built-in speakers
• AirPods Pro (2nd generation) with MagSafe Charging Case (USB-C)

How to turn lossless audio on or off

1. Go to Settings > Apps.
2. Tap Music.
3. Under Audio, tap Audio Quality.
4. Turn Lossless Audio on or off.

All the best :-)