Connection error with laptop and BT headset?

Hi there every1. I have a Lenovo basic lappy B490. Facing with a small issue off late. Iam trying to connect the lappy with my Sony MW600 BT headset. Its getting paired & showing in the in the device list. When I try to listen to music or watch movie with its not not getting connected and shows a connection error. I have attached a pic of the same. Please help me to resolve this issue.

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