You just yesterday bought your 100$+ bluetooth headset and you do not know where it is or when it fell off your neck. Since this happened to me and i suppose might happen to you also here is an app that might help.
You once select which of your paired devices you want a)just monitor connectivity changes, b)get also realtime notification on disconnection and c)vibration also. That's it! From then on you can review in the in app map your connection and disconnection locations for the selected device.
Internet required just for Google Maps.
No synchronization, no permissions free and ad free for ever as always !

Enjoy.