It is not possible to have Ambient Aware or TalkThru activated at the same time as Sidetone when the microphone is turned on during a call. This is the case no matter if you are using Bluetooth or the 2.4 GHz mode.
You can use Ambient Aware during a call if Sidetone is turned off. You are able to do this in both Bluetooth or the 2.4 GHz mode.
All three audio modes are activated if the microphone on your device is turned off no matter if you are using Bluetooth or the 2.4 GHz mode.