Good day cnoton,
Thanks for participating in the Apple Support Communities.
It seems like you can pair your bluetooth headphones with your MacBook Air but your iPhone 4 doesn't find the headphones. Resetting the iPhone settings and both devices were good troubleshooting steps to try.
Have you paired the headset with the iPhone before? If so, try to unpair and pair it again as mentioned in Get help connecting a Bluetooth accessory with your iPhone, iPad, or iPod touch:
Unpair the Bluetooth accessory, put the accessory back in discovery mode, then pair and connect it again.
If the behavior continues, try pairing a different bluetooth device with your iPhone.
Check with the Bluetooth manufacturer to make sure that your accessory works with your iOS device.
Contact Apple Support if you have any of these issues:
- You can’t turn on Bluetooth or the setting is grayed out.
- You can’t connect any Bluetooth accessories with your device.
- The accessory manufacturer confirmed that your accessory is working correctly.
All the best.