I got an Echo Dot (running Alexa) recently. I was pleasantly surprised when I was able to pair my Hearphones to it. I can listen to music, just like any Bluetooth headphones. From what I can tell, Alexa is listening through the seven microphones on the Echo Dot. I don't think it can use the microphone in a Bluetooth headset.
What do you want your Hearphones to do with Alexa other than playback audio over Bluetooth?
The Bose Quiet Comfort 35 II have a dedicated hardware button to activate Alexa (or Google). Bose Hearphones don't have a dedicated button for this application.
I can talk to Alexa through my Echo Dot through the air, and hear the results in my Hearphones.
Have you tried pairing an Echo device to your Hearphones?