Is there a power source available for bluetooth modules etc. at the Arduino headers? Or is this only available in the 5V-out, for which headers have to be soldered manually?
In this tutorial with a prototype board, some power source was available: https://www.ardusimple.com/simplertk2b-connection-via-bluetooth/
If you are powering the board from USB/Pixhawk connectors, the only way to use these 5V is by using the 5V_OUT.
If you are powering from an arduino UNO / ST Nucleo, the 5V_IN can be used at the same time to power any additional components. In the video that you mention this is the configuration that is being used.