This post shows how to connect the UE Megaboom 3 Bluetooth cylindrical speaker to Alexa smart speakers. Now this pairing happens between UE and Alexa devices directly. Thus you need not turn Bluetooth on in the mobile device you’re using to make this connection.
How to Connect UE Megaboom 3 to Alexa, Step by Step
Start with your UE Megaboom 3 OFF (status lamp is dark). Then run through this routine to connect it to your Alexa Echo, Show, Studio, and Dot models. We use an iPad Air tablet to set this up.
1. Find the Alexa App on your Mobile Device
We found the app on the iPad Air as shown in the next shot. In this exercise, the app is in a custom folder that we created on this iPad. We call this folder Smart Speakers.

2. Run the Alexa App
The app displays its Home screen as we see in the next screenshot.

3. Tap the More Item to Continue with How to Connect UE Megaboom 3 to Alexa
Find the hamburger item in the lower right corner of the screen. We point at this with the green arrow in the last screenshot.
This brings up the Alexa app’s main menu, as shown in the next screenshot.

4. Tap the Settings Option on the Main Menu
The Settings option we point at with the green arrow in the last photo.
This brings up the Settings screen, as in the next screenshot.

5. Tap the Device Settings Option
Touching Device Settings brings up the All Devices page, as shown next.

From here, choose which Echo device you wish to pair with your speaker.
6. Tap the Alexa Device you Wish to Connect
This takes you to the device-specific settings screen for the speaker you chose.
In this demo, we’re pairing from our Thomas’s 2nd Echo Dot 4 speaker to our UE Megaboom 3. So, its device specific settings screen looks as follows.

7. Tap the Connect a Device Item
Find the Connect a Device option pointed at by the green arrow in the last screenshot.
This brings up the Setup screen, as we show next.

At this point, your Alexa device scans for nearby Bluetooth devices that are in pairing mode. Here, we selected an Echo Dot 4 earlier. So, this speaker will be the one that scans for BT devices.
Note that our Dot speaker found no devices so far. But it will in the next steps, when we turn on the Megaboom 3 and put it in pairing mode.
8. Power Up the JBL Pulse 3
Bring your BT speaker close to your Alexa device to pair. Then power up that speaker by pressing and releasing the Power button.

9. Place the Megaboom 3 into Pairing / Discovery Mode
Put your speaker into pairing mode by pressing and releasing the Pairing button, as illustrated in the next picture.

10. Find the UE Megaboom 3 on the Alexa App SETUP Page
When you put the speaker into discovery mode, it should then appear in the Alexa app. Look for it on the Pair Bluetooth Device… page, as we see next.

Note that your your speaker may not show up on this page. If it does not, then try moving it very close to the Alexa speaker. And if that doesn’t work, then close and restart the Alexa app. And then repeat steps 3 through 7 along with step 9 above. Finally, we often find that this gets the speaker to appear here as it should.
11. Find your Megaboom 3 on the Discovered Devices List
See the last screenshot above. Our test speaker is there.
12. Finally, Pair your Alexa with your Megaboom 3
Pair to the speaker by tapping its corresponding entry on the Pair Bluetooth Device… screen, we see in the last screenshot above.
Your Alexa speaker then pairs with the BT speaker.
The app then takes you back to the Thomas’s 2nd Echo Dot 4 screen, which looks something like the following.

Note that our Bluetooth speaker now shows as connected. Also, it makes the Speaker Paired sound. Then Alexa announces on the 3 that the connection is now active.
Thus this speaker now has an active session with your Alexa unit. Its status lamp glows solid white to signal that successful pairing is in effect.
13. Done !
We can now ask Alexa to play music or news. Then those programs will come out of the Megaboom 3. Be sure though, to speak to the Alexa speaker when making requests, and not this Bluetooth speaker. Now its true that the UE and Alexa have an active session between them. Nonetheless though, the Alexa is the one that gets the voice commands. Not the UE.