BT Module and its Firmware version has been changed from 2.0 to 2.1 due to old one's obsoloted since last Nov. You can see the different version info. from
BTExplorer >> Local Device >> Properties as below. So if you have failed connection problem with some BT devices, you need to upgraded to the version from 2.0 to 2.1.
Therefore, for the connection between 2.1 version of BT devices, "Encryption Link On All Outgoing Connection" option should be checked.