Make sure the Focal Bathys is fully charged before you go about with Bluetooth pairing. The set goes into pairing mode the first time it is powered on and you can also press/hold the Bluetooth button for ~4 seconds to get it back into pairing mode with another device. The flame Focal logo on the ear cups will light up and flash white quickly to indicate it is in pairing mode. The headphones should be easily detected by your mobile device and my Android phone also saw it was a Google Assistant-compatible product and gave me the option to set it up accordingly. The product name and battery level also shows up natively and then you can see what codec it is on. The Bathys supports AAC on iOS in addition to SBC/aptX/aptX Adaptive on Android devices. No LDAC or LHDC here unfortunately, meaning those on Samsung phones and a few other such devices will be stuck on good ol' SBC only. The Focal Bathys can also be simultaneously paired with two devices as described in the manual, and they worked flawlessly in my testing when used with my laptop and desktop too.
Focal mentions its new Focal & Naim mobile app multiple times in the product packaging and manual, and there is even a dedicated section on the video tutorials page on the company website. The mobile app is available on both Android and iOS platforms and note that this was previously just the Naim app before Focal took over the acquisition of the other audio brand completely. As such, be aware that the negative reviews you see for the app tend to be based on connectivity issues and bugs reported on the Naim side of things. Indeed, the app when installed gives you the option to choose between setting up a Focal product or a Naim product, as seen above. Be sure you are on the correct side else it won't detect the Bathys that should already be paired to your phone. I will also mention here that a recent app update done soon after the screenshots above were taken means the app no longer requires you to commit to sharing the device's location—especially since there isn't much it can do with it anyway, there is no location tracker or audible noise generator to help you find the Bathys. It then prompts you through a skippable tutorial before asking you to select the voice assistant of choice. Despite native Google Assistant support, Focal still has to update the firmware on the Bathys to configure the dedicated voice assistant button to pull up Google Assistant here, with the other option of Amazon Alexa for those who are inside the Alexa ecosystem. The firmware update took ~2 min and went through flawlessly.
I did update the app to version 6.0.1 here and the Bathys was on its latest available firmware v1.4.2 at the time of testing. The home page is laid out well with a render of the headphones, and shortcuts underneath, in addition to the current battery level and the audio format for the current operating mode that also includes the Bluetooth codec in use. The settings cog at the top right corner allows you to choose the voice assistant again and it will also prompt you to update the device firmware here should there be one available. The EQ setting is handy, with Focal offering a 5-band equalizer going from -6 dB to +6 dB but be aware that the EQ functionality is only available when something is playing through the device and also in the background at that. So you can't use this feature with, say, Youtube that stops playing when the app is minimized. Focal could have also given us a 10-band EQ and more preset options aside from simply "Home" and "Loudness", although you can create and save new EQ presets in the app. I also appreciate that the EQ settings remain active regardless of the operating mode until you turn it off or change it in the app, meaning you can tune the Bathys' sound signature to your liking and not worry about losing it on the USB DAC mode, for example. The noise cancellation shortcut allows you to toggle through the three hybrid ANC modes which have audio cues to also help you identify them when doing so on the headphones without the app open. Finally, the LED control setting goes through off, dim (50% brightness) and bright (100% brightness). But here's the kicker—as of the time of testing, the LED settings are not stored onboard the headphones and thus are not going to be available in USB or 3.5 mm jack modes! The logo lights up in the dim setting when in either wired mode meaning your new, already flashy headphones are now going to have lights around them outside or, worse, in a dark airplane cabin if you decide to use the objectively better sounding DAC mode. I have to imagine Focal will get this fixed via firmware sooner than later else this can be a dealbreaker for some.
The Bathys works fine as Bluetooth headphones or headset on Windows as seen above, with the headphones option limited to 16-bit 44.1 kHz PCM playback but giving you Windows "enhancements" if you so desire. In USB DAC mode the Bathys turns on the integrated DAC and now you can make use of up to 24-bit, 192 kHz playback rates on your favorite music players. JRiver + Bathys in USB DAC mode is an absolute treat if I say so myself!