What can be a problem when unable to connect to Bluetooth SPP device?

I have this Bluetooth Device GT-750FL (http://www.tsky.com.tw/logger-logger.html). It supposed to support Bluetooth Serial Port Profile (SPP). I successfully paired the device with Windows 10 system. After that 2 new COM ports appeared in the system. I understand one is outgoing port and another is incoming but anyway I tried both. For reasons I don't understand I'm having 0x800704cf COM network cannot be reached. What could be wrong? I have another Bluetooth GPS and I paired that as well and I connected to the COM port without issues. Is there a special thing you have to do or install for particular devices? The only thing I suspect so far is maybe I have a too old or too new version of something and Windows cannot talk to that device but is there a way to let's say specify that I want to use a particular version of Bluetooth core or SPP or whatever to make it work? Also, it looks like if I pair this device with an Android I can open the port and read the NMEA feed. Something is wrong particularly with Windows 10.