I am not having that same issue, but a issue with Bluetooth nonetheless. My 950 xl is finding and pairing with devices, and remembering them as well.
The problem I have is the fact that the phone will continuously disconnect for no apparent reason, like a driver failure or something. When the Bluetooth recovers, all seems well for a while, then another disconnect.
It appears to be getting better with newer builds and Groove music/app updates, but there is still some work needed on the Bluetooth drivers and interaction in the operating system.