You should have gotten Bluetooth LE support with the Cyan firmware upgrade, so it should work.
But when you say you have a 920 DP with Cyan, are you saying that you got the WP8.1 through the Developer Preview? If so, that does not come with the Cyan firmware. (And there is a bug in the Extras+Info app that will report the wrong firmware level when you are on the Developer Preview.)
I would check you actual firmware version to see if you have actually gotten the Cyan firmware.