I often listen to audio on my iPhone through wired headphones as I'm going to sleep (either relaxing ambient sounds, or podcasts).
When I do this, I put the iPhone on Airplane Mode to disable all radio transmissions. I also keep any other radio transmitting devices well clear of the bed (this is commonly recommended for people who have impaired sleep, which I do).
On any occasion when I neglect to enable Airplane Mode before falling asleep, I awake feeling significantly less refreshed in the morning (or even awake in the early hours of the morning feeling terrible).
Given this, the prospect of having to switch to Bluetooth headphones while I sleep is at least somewhat unappealing. Bluetooth may not be as powerful and disruptive to brain waves as cellphone transmissions, but when sleep is already impaired, you want to avoid anything at all that will make it any harder than it already is.
So, I'll be sticking with wired headphones and keeping all transmissions turned off when I sleep.
I'm not aware of any mainstream studies that have shown adverse effects from exposure to 'normal' levels of radio waves of the type produced by consumer products. I am open to being proven wrong though!
Studies of these kinds of effects are notoriously hard to do accurately, as they usually study a random sample of "average" people, but don't/can't take into account increased sensitivities of people who fall outside the norm due to illness or other factors.
Anecdotal evidence is often sneered at by those who pride themselves on being only persuaded by "data" and "evidence". But those of us who fall outside the populations represented by the samples usually included in mainstream studies learn the hard way that anecdotal evidence is the only way for us to figure out what is good or bad for our day-to-day wellbeing.