Wierd Problem With Bluetooth Headsets After Updating My XZR To Lollipop (5.1.1) ?

I Have Sony Xperia ZR Updated To Lollipop (5.1.1) . Phone Is Not Rooted , Niether Bootloader Is Unlocked . I Am Facing Problem With Most Of Bluetooth Headset i.e They Are Not Getting Discovered In Bluetooth Search List, I Think Might My Bluetooth Headset Is Broken So I Tried On Another Android Phone And It Get Discovered Aswell As Connected There. And Same Bluetooth Headphones Get Connected To My Sony XZR When I Am On Lollipop (5.0.2) Please Help Me For My Wierd Problem ?