After a fresh install of OS X El Capitan I can no longer establish Bluetooth connection to H9. The same laptop worked fine with Yosemite. I downloaded H9 cControl for 10.10.
I just tried this out myself with a MacBook Pro running El Capitan using the latest H9 Control v2.4.7 for 10.10 build, and my laptop connected without any problems to the H9 via Bluetooth. So, it doesn't seem like there's a general problem using Bluetooth on El Capitan. You might want to turning Bluetooth off and on on your laptop in the hope that will flush its cached settings and resetting the system settings on your H9 by turning it off and then turning it on again with the right footswitch and HotKnob switch pressed (the switch in the upper left hand corner of the H9).