It’s not really designed to work that way and I’m pretty sure it’s not actually possible with djay. Also Bluetooth headphones have a noticeable latency and are not really suitable for DJing and manual beat matching.
I recommend you connect wired headphones into the headphones socket on the right side of the Reloop Buddy near the small volume knobs. This way you will be able to use the hardware controls on the Buddy to pre-cue the songs in your headphones.
