I haven't seen an option to install Windows on the Early 2015 MacBook 12" in emulated BIOS mode - only in EFI/UEFI.
Try it - when you boot from the Windows setup USB hold the option key and I only see EFI boot. On my other Macs I see 2 options (normal and EFI) for the same disk.
This would explain why Apple only supports Windows 8 or higher on the MacBook 12" - I believe what they have really done is remove support for emulated BIOS, which also removes support for the older operating systems which don't reliably support EFI on Apple hardware.
If that's true then the reason there are no Bluetooth devices in Device Manager is because Bluetooth hasn't been exposed through EFI to Windows yet. What Apple will hopefully be working on is enabling the Bluetooth hardware when booting to Windows, which will probably be available from Apple as a Firmware update and may not even need new drivers.
Or some clever hacker will need to work out the registers to enable the Bluetooth hardware and write a rEFInd/rEFIt script to enable Bluetooth when booting to Windows. Though using this method probably has the disadvantage that Bluetooth wouldn't survive sleep mode.
Hopefully this gives some clarity on where to look next if you want to try and enable Bluetooth. It's hardcore hacking, though. For everyone else, Parallels or similar is the way to do it for now.