How to connect a bluetooth speaker to MacOS and KEEP using the internal speakers
Move you speaker fairly close to your computer and go to the bluetooth icon in your menu bar. Click on the and it should open a pane like the one below.

 

I use my Amazon Echo as my speaker and the Disconnect button would read Connect if if my Echo wasn't already connected. Your bluetooth speaker should show up in the list. Click on it and select Connect. Once your speaker connects, go to System Preferences and select Sound. You'll get a panel that looks likr so:



You can see if you click on the tab where it lists which speaker to use, you can select the internal speakers of your mac.