Hi Rita,
The B2 can both -
Send music to a Bluetooth device such as your headphones and Receive music from a Bluetooth device such as an iPhone or Tablet.
I have paired two devices, a JBL Flip 2 speaker (the equivalent of your headphones) and an iPhone containing music.
So first thing I switch on the B2 and let is boot up. I then turn on the JBL Flip 2 speaker which goes straight to BT discovery mode (the BT LED is flashing) - I would imagine your headphones would do this also, and within 2-3s they have connected. The B2 displays 'Bluetooth OK' and the JBL chirps to indicate a connection. I can they play the B2 to the JBL speaker. The B2 displays the now playing playing screen.
To then play the iPhone to the B2, I have to go to the BT menu on the iPhone and select the Brennan B2, which after 3-4s shows 'connected'. The B2 then displays Bluetooth (indicating an input connection).
In fact I have found that I can send music from my iPhone to the B2 which then sends it simultaneously to the JBL Flip2 Bluetooth speaker i.e. receiving and sending at the same time. I can also receive Internet Radio on the B2 and send it to the JBL via Bluetooth.
It does this without needing set the in or out options i.e. it knows if the connected device is input or output (that's correct Bluetooth protocol).
When the B2 is playing music from a BT device and using the front panel controls, the 'Bluetooth out' option (settings > Bluetooth out) is to switch the B2 from receive mode to connect to a speaker/headphones type device. As I have said I don't need to touch this, the JBL connects automatically.
The message on the website really means we are unable to support Bluetooth any further due to the myriad of devices out there that require different software tricks to work correctly (unfortunately Bluetooth is not as universal as it should be). What we are trying to say is 'if it works that's great but if you are having problems it could be due to the particular device you are using'.
Paul
Brennan Support.