On Windows, I think devices exposed by Bluetooth are not usable. This boils down that Windows uses two separate audio subsystems. GP uses the legacy one (mme, which is used by almost everyone), but the BT devices are only supported by the UWP framework.
I wrote a bridge to route BT to mme devices. Then using loopmide (or any virtual midi cable, using mme) you can redirect the input and output to GP.
If you want to use it, please read the manual. High level this is the procedure: give your devices a symbolic name. Then configure a route between these names.