The ultra won't even work with one bluetooth headphones. The 2020 ultra is bluetooth receiver only, it will not transmit bluetooth to a headphones or speaker. Just receive music from cellphones or tablets. Sorry.
Edmund Roku Community Streaming Expert
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Here is a Roku tech letter released in their community, showing that soon there will be several units that can transmit to headphones etc. One may need to sign into the community to read it. https://support.roku.com/article/228844467