New IPhone 15 Max Pro Bluetooth does not see or connect to any devices

Go to Settings > General > Transfer or Reset [Device] > Reset > Reset Network Settings. This also resets Wi-Fi networks and passwords, cellular settings, and VPN and APN settings that you've used before, but no other data is affected.

When done, perform a "forced" restart of your device using these correct gestures:

In rapid sequence, press and quickly release the volume up button, press and quickly release the volume down button, then press and hold the side (power) button. Only when the Apple logo appears (it might take 10-20 seconds), release that button (ignore all other screens that might appear, the one with the "slider" to turn the device off included).

If the issue still persists, since your iPhone is still covered by warranty, I suggest that you make an appointment (*) and have your device inspected at an Apple Store or AASP (Apple Authorized Service Provider) among this list:--> https://locate.apple.com/choose-country-region . After checking it out, they'll give you all the available options.

Regards

Giulio

(*) You can do it:

• Online:--> Genius Bar Reservation and Apple Support Options - Apple;
• Contacting a local Apple Store or AASP among the list provided above;
• Using the "Apple Store" app, available and downloadable from AppStore.

Have you actually put the Bluetooth Devices in Pairing Mode per the manufacturers directions to pair them? Your new iPhone will NOT see any Bluetooth devices unless they are in pairing mode. This is the single biggest reason people often come here when they get a new iPhone and try to pair their Bluetooth devices to it.