You could probably do this via a companion smartphone app. Your Connect IQ app could using the Communications module to send some kind of notification to your companion app, and the companion app could handle playing the commands/sound over your BT headphones.
There is some of this on the music devices that support headphones, where auto prompts will come though connected headphones (but they are canned messages). On the 245 and 645, watch tones can also come through the connected headphone, so an app can play a tone, and you hear it while listening to music.
The f5 doesn't support BT headphones or music though..
Jim is right about this.
Something I hope that a future SDK will enable us is to play some of these canned messages at will and/or have a text to speech ability, this would be so much more useful (and more cool) than playing a tone.
CIQ 3.1 does add something - you can set your own tones and aren't limited to those that are native, so you make tones more unique in your app. This is from the API doc.
if (Attention has :ToneProfile) { var toneProfile = [ new Attention.ToneProfile( 2500, 250), new Attention.ToneProfile( 5000, 250), new Attention.ToneProfile(10000, 250), new Attention.ToneProfile( 5000, 250), new Attention.ToneProfile( 2500, 250), ]; Attention.playTone({:toneProfile=>toneProfile}); }