Bluetooth headphones volume too low. Any 3rd party solution to boost?
For wired headphones you have a lot of options. Bluetooth literally is a digital signal, so you have no options other than better receiver to power your headphones. Since you can’t change out Mac amplifier to increase the current or voltage you have two choices For analog:


Choose lower impedance headphones or more efficient headphones (Sealed or noise cancelling) to make more sound from the same output power. 
Choose a headphone amplifier to increase the power out or a 100 W  Bluetooth amplifier to really make some noise. 
USB DAC can be as cheap as you like - this would be a digital amplifier. 


For Bluetooth, the max is just like the dial on the amp, it doesn’t turn any more so once you hit max volume, you have to replace the hardware. 

Even if you turn Bluetooth to eleven, max is max.