SMS notification on Bluetooth
If you're talking about Audio here (e.g. having notifications, alarms, etc. sent to your (Bluetooth) headset), you might wish to take a look at SoundAbout:

 
SoundAbout settings screens (source: Google Play; click images for larger variants)

This app allows you to define which audio signal is routed where (even on certain conditions). I'm not sure how far the free version goes concerning Bluetooth, as the app description says Bluetooth behavior - (Pro version). To my understanding, those "behavior settings" only include specifics like "force to mono", but I don't use the app myself, and thus cannot tell for sure.