Different beeps manifest in different ways across manufacturers. I once had a Sony phone that beeped everytime it detected a wifi network, which was infuriating when moving around. I Googled the issue, but there didn't seem to be any way of stopping it.
It's worth looking at the full app list (in some cases, you need to turn on "all apps") to see whether there's a BT app and if you can turn off notifications or (better) assign a silent tone to them. That wasn't an option for my Sony issue, though.
Edited to add: found this on the US Samsung forum:
"The setting is not in the app, it's in the watch.
Settings=>Connections=>Alerts (Get bluetooth disconnection alerts)
Just switch it off."
And this on Androidcentral:
"when you see the notification in your notification shade partially slide it over and you'll see a gear icon tap that gear icon and it will give you the option to turn sound off. it worked on my watch."
