My iPad Air Bluetooth sees my iPhone 6s but says not connected. Help?

Are you trying to use hotspot?

The only way to transfer photos that involves Bluetooth is via AirDrop but the devices are NOT paired; Bluetooth just needs to be on and the devices in range of each other. How to use AirDrop with your iPhone, iPad, or iPod touch - Apple Support

An iPhone will not pair via Bluetooth to a computer (Mac or Windows) or an iPad except for personal hotspot and then only if your cellular plan supports it. See the following for more information. https://discussions.apple.com/docs/DOC-7722

You may want to consider using iCloud Photo Library if you want all of your photos automatically on both devices. Bluetooth is not involved in that. iCloud Photo Library FAQ - Apple Support