pair the GPS with the iPhone, from the GPS. Look specifically for the "pair with Phone" option in the GPS menu. Check that the two are indeed paired. Make a test call to the phone and check that the GPS shows an "incoming call" message
put the CTX in sound source pairing mode and pair the GPS with the CTX, from the GPS. Look specifically for the "pair with headset" option in the GPS menu. Check that the two are indeed paired (switch CTX to input from Bluetooth and output through the speakers) -- you should now be able to hear GPS's voice prompts to though the bike's speakers. Make a test call to the phone and check that phone audio makes it to the bike when you answer the call from the GPS
put the CTX in sound sink pairing mode and pair the CTX with the Bluetooth headset. Follow your headset's instructions and put that one in pairing mode first, then the CTX. Check that they are paired. Switch the CTX to input from Bluetooth and output through Bluetooth and check that you can hear the GPS's prompts and phone audio through the headset.
Also mentioned a few times elsewhere on this forum...
It is important to note which volume direction for what you are linking with.
Mode + DOWN volume to pair BT with the GPS or iPhone (if no GPS)
Mode + UP volume to pair BT with your helmet headset (provide the headset is BT compatible with the CTX)