After connecting a USB HID-compatible braille display, there are no options or acknowledgements within the braille menu that this device is connected.
After connecting a braille display through USB, there is no listing of the braille display in the braille menu under VoiceOver. However, any changes made to the settings of that display still take effect.
Note: the USB HID industry standard was announced in May 2018 with Apple being involved in its drafting, but Apple platforms may not yet officially support the standard.
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The only workaround is to connect through Bluetooth instead of USB.