MBP w/ Retina won't connect to any Bluetooth devices
Your bluetooth controller is probably kaput.  If your MBP is under AppleCare (hopefully still since it's a 2014), this should be covered under warranty.  I would take to the local Apple Store for service

If not, go to your local electronics retailer (Walmart will work here), get a usb bluetooth dongle, install and see if devices can connect.

If they can, then you have narrowed down your problem to the internal bluetooth.   You may be able to find a BT module on eBay for a nominal price.  They are fairly easy to replace.  But if you aren't handy with a screwdriver, a local "Geek" could handle this task.