Cannot turn Bluetooth off
I would install a clean copy of OS X on to an external drive and test to see if your current OS is corrupt. If the hardware doesn't let you turn it on or off with a clean install, you have saved yourself having to back up and erase the internal drive and know to take it in for repair. 

If you find it's corruption, you could then run Migration Assistant to take the data from the internal drive to the new clean OS and re-test before doing the erase and copy of a working OS with your personal data and settings.