GG app setting (for Arctis Nova 7 gen 2)

Hi, I just got new Arctis Nova 7 (Gen 2) and they sound pretty good and also are really comfortable imo. However, I can't put my hand on the settings in the app - Sonar works pretty good and has some good presets. But in "Engine", it keeps showing the headphones are "Not connected" and it seems like the setting in there do not apply. Mainly I got a problem with Sidetone - I set the level, but no change happens -, same with Bluetooth default - turned it on, but when I switched the headphones off and on again, Bluetooth didn't go on automatically.

So I am confused if the pairing is OK when Sonar works well, but engine did not. The firmware updated correctly when opening it first and it found the headphones...

Also, is there any difference (in sound or settings) when I connect via Bluetooth/Dongle/USB-C cable/3.5 jack cable? Also, is there a difference between connecting Dongle straight to USB-C or with the USB-A reduction or is that just for user comfort?

If anyone can give a brief advice of how to properly work with the app and how the different connection influence experience, I'll deeply appreciate it.