Kindly make sure that your device is updated to the last software update.
You may try to reset the network settings from the device settings > General > Reset > Reset Network settings. ( CAUTION: This menu deletes all the network information such as Wi-Fi, and Bluetooth).
And, please try to diagnose the Bluetooth performance from the Samsung members app > get help page > diagnostics.
You should make sure that the headphones are in their pairing mode and turned on, then try to connect them to your phone.