You need to know what kinds of transfers the device function supports.
All devices support control transfers for enumeration, but not every device function supports control transfers, and if they do, they will support a specific number of control-transfer request numbers.
The device's descriptors will tell you if the device supports bulk, interrupt, or isochronous transfers, and if so, which direction.
Even there, a knowledge of the device function's protocols is helpful. For example, a device might NAK every bulk transfer until it receives a specific request in a control transfer.
If the device is a Bluetooth adapter, you should be using Bluetooth drivers, not WinUSB. What class and subclass does the device declare in its descriptors? What does the setupapilog file show?