I have an Alienware m15x,
Bluetooth will not connect and bluetooth settings is inop. Clicking does nothing. I ran every diagnostic and removed and reinstalled drivers. Diag shows all is good but even the bluetooth icon will drop off the taskbar within 10 minutes.
Unfortunately I did not get the extended warranty and is now 13 months old. Alienware support was useless even though I paid the $65 for tech support. Shame on me for not trying to connect a bluetooth headset until now.
Check out Dell/Alienware's support site and see if there is a bluetooth wizard or something along those lines. Perhaps reinstalling or installing it for the first time will get things working. For $65, I'd expect the problem to be fixed. I'd call back and complain.