Head to Rocket Player Settings -> System Resources -> Keep Notification and turn that ON.
Head to Rocket Player Settings -> Operation - > Third Party Controls and turn that ON.
Head to Rocket Player Settings -> Headset/Bluetooth -> Obey Headset Controls and turn that ON.
Head to Rocket Player Settings -> Headset/Bluetooth -> Support Volume Controls and turn that OFF.
Then reboot your phone and try connecting again. Does that help at all?
Thanks
Caroline