I followed the instructions here: https://www8.garmin.com/manuals/webhelp/edge520/EN-US/GUID-E2E2DC23-7B94-43B4-A30D-5FF32270BEC4.html
However, the Edge 520 never sees the SoundSport . I have successfully connected the SoundSport's heart rate monitor to MapMyRide on Android and it works there.
Headphones are in pairing mode, but Edge says "To connect the heart rate monitor, put it on."