I have just bought an iphone SE. I am having problems pairing it via bluetooth to an ipad 2 and iphone 4. Is it possible to pair these?

There is no supported Bluetooth protocol do do what you wish.

iOS: Supported Bluetooth profiles - Apple Support

The answer is no.

If you are trying to sync data between the three devices and they are all using the same Apple ID, you can use iTunes on a computer or iCloud (over the air).

Help here > Sync your iPhone, iPad, or iPod touch with iTunes on your computer using USB - Apple Support

Depending on what you want to do, AirDrop might be another possibility:

How to use AirDrop with your iPhone, iPad, or iPod touch - Apple Support

In later iterations of those devices, a nifty feature known as Airdrop was introduced that offers a quick/secure access to transferring files wirelessly within a certain area. The bluetooth technology on the other devices you list do not support this though. I know that's kind of useless to you now, but it's something to look forward to. How to use AirDrop with your iPhone, iPad, or iPod touch - Apple Support

Edit: Darn it javaliga, stop getting in my head! Lol, but yeah Airdrop won't work on those other devices.

There is an App in the App Store called SHAREit that does pretty much what AirDrop does. It is not as nifty but will transfer files between iOS devices and even with Windows computers. It requires iOS 6 or later which your devices should support.

https://itunes.apple.com/us/app/shareit-connect-transfer/id725215120?mt=8