Wiring a fan/light/Bluetooth fixture
You said


  At the switch box there is a light switch that is for the vanity light and one that controlled the old fan.


So you are removing this switch and replacing it with the new one?
It isn't exactly clear what you are trying to do. A drawing or pictures would help. 

If the new fan has a light in it then you need to use the either the black wire for the fan or the light and the red for the other. The new switch should be fed with a "hot" wire (one that is energized all the time) and one of blacks goes to the light and the other to the fan.

Hope that helps.