Mac keeps connecting to bluetooth when sleeping

Sometimes when I turn on my bluetooth headset, instead of connecting with my iphone it will connect to my laptop, even though my laptop is closed. How do I stop this? I honestly want to just turn off ALL activity while it's sleeping. They got rid of the option to disable power nap and seem to have entirely removed the "Sleep" settings from "Sleep & Screen Saver" settings (it's just screen saver now). Why did they totally gut the system preferences?

If there's no way to do it through settings, I'm hoping someone has something I can run on the command line that just turns off all that bs and get it to sleep properly. I really don't want to have to shut my computer down every day.