Hi @Harper_Peck welcome to the Zwift Forum! I noticed on our server logs that you’re an Android user.
The Android version of the app lacks the “Select Device” part of Settings because the ZC app will automatically create that bridge. PROVIDED THAT you allow the app permissions to your Locations settings.
In Android OS, Bluetooth permissions for an app are unintuitively tied to Locations permissions. 
You can fix this by going into your devices Settings > General > Apps & Notifications > App permissions > Your Location > Companion.
Alternately - you can uninstall ZC then reinstall, and allow Location permission.