For headphones specifically, you need to keep an audio stream open at all times because apple does the same. As soon as there’s just one stream, the headphones will switch to that.
Since you can’t turn off apple’s bullshit, you will need to connect them to your PC first and have a constant audio stream. As soon as it pauses, apple takes over.
Not sure what’s the best way to do that, but having an audio file on loop with extremely low volume will do it.