My iPhone is not connecting with Bluetooth
My iPhone se is not showing the audio Bluetooth device which is a Sony made Bluetooth device
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If you have already tried to unpair then re-pair the two devices, I would try to connect a different BT device to your iPhone (perhaps a BT headset borrowed from your friends). If it works fine, then I would contact Sony support team and ask if there's a firmware update for that audio model.
If the test with a different BT device fails, then have your iphone inspected at your most convenient Apple Store or Authorized Service Provider: Apple - Find Locations - Location Selector
Regards
Giulio