How to pass phone audio to Dualshock 4 controller that is connected by Bluetooth?

I have my Dualshock 4 connected over Bluetooth to my phone. Everything works fine, but I want to use the controller's audio jack instead of the phones. When I connect the headset to the controller, nothing happens and the audio still outputs from my phone speakers.

How do I make it so the audio goes to the headset connected to the controller which is connected via Bluetooth to the phone?

Additional information:

  • Controller: Official Dualshock 4
  • Phone: Huawei mate 20 lite

You can't use Bluetooth audio with any device when you are using a DualShock 4. The Headphone Jack only works when connected to a PS4.