P have 4 Dots and they all work perfectly with BT.
First of all, turn off (unplug) the Dots you are not trying to connect (do you mean pair?) to BT? Once paired to a particular speaker, from then on all you need to do is turn on the speaker when close to the Dot and it will auto reconnect. When finished listening to a BT speaker, always turn off its power and Dot will disconnect its BT and resume playing through its own speaker. Tell it stop to end the music.
As for losing wireless signal, this is a wireless signal strength issue when a device is too far from the router. Always connect Alexa devices to 2.4G, because it has the longer range signal. 5G's range is much shorter, although it is best suited for video streaming, because it is a faster speed signal, but one has to be closer to router for success with 5G.