Using Mi Band 2 to track sleep; I want audio cues via headphones via Lucid Dreaming

I’m using a miband2 for general tracking, including sleep, and I wanted to use Sleep as Android’s Lucid Dreaming feature. However, when I try this, it just makes the miband2 vibrate (even if I have vibration turned off), which is NOT what I want [that will likely just fully wake me up]. I have a pillow headphone/speaker plugged in to listen to music/books at night, and I just want Sleep as Android to push audio cues via the headphone, but there seems to be no option for that.