I have Ubuntu 20.10 running on a Dell G5 5590. The machine is plugged to an external monitor (which has speakers) via minidisplay port. Using this setup the audio works as expected, I can change the audio output devices between the internal speakers and monitor speakers.
However, when I connect my bluetooth headphone, things start to get strange. Now, when I go to the sound settings and change the output device, the device is changed on the UI, but the sound only goes through the bluetooth headphone. Also, when the output device is not the bluetooth headphone (even though the audio is always going through the bluetooth headphone) I cannot change adjust the volume. The volume setting only works when the bluetooth heaphone is set as the output device.