I have just tried listening to music with my vivoactive 4S and some Bluetooth headphones. The volume is way too loud and turning it lower does not work. It is simply unusable even on the lowest level. So I checked the support page. It says:
Garmin strives to maintain Bluetooth compatibility with the most popular brands of headphones on the market. When paired with your compatible Garmin watch, these headphones allow for wireless listening of audio such as music, podcasts, and audio-prompts on compatible products. [… List of 8 products …] NOTE: Not all headphone features will work with Garmin devices (e.g., volume control).
Sorry, but this really does not seem right. Why does Garmin shift the blame to the headphone manufacturers? I mean, even very cheap watches (as long as they support Bluetooth headphones, of course) support decent volume control with various brands and kinds of headphones. Are you trying to tell me that I cannot use my existing headphones with a $350 watch while they worked just fine on a four year old Samsung Galaxy Watch or a cheap Xiaomi Mi Band 4?
Please address that issue and solve the problem on your side rather than blaming the other side.
From scrolling through the forums, it seems that the same problem exists with a $999 Garmin Epix, a premium watch. The advertisement says: "Download songs plus playlists from your Spotify, Deezer or Amazon Music accounts (subscription may be required). Use your wireless headphones for phone-free listening." It should probably say: "After buying this premium watch, choose among 8 supported and expensive headphones if you want to listen to music."