Hotkeys work only on the controller that's player 1 (P1), if your Bluetooth controllers is the 1st one detected - hence P1 - then the subsequent/other controllers will be P2/P3 and their hotkey enable button is disabled.

If it has a dongle, then it's not a Bluetooth contrller. If it's not working with a PC, then the dongle/controller may be fake or defective. Complain to the vendor and ask for a replacement/RMA.