Intercept data sent via bluetooth

The Ubertooth one will allow you to sniff bluetooth traffic. It is fully capable of being placed into monitor mode and can be used with tools such as Kismet to perform bluetooth sniffing. There may be additional functionality that will allow you to perform packet injection as well. However if the traffic is encrypted this may not allow you to see the packets in the clear but it may give you a good start at reverse engineering the communication protocols.

There is a better method today if you are using android. The developer tools offer a way to sniff Bluetooth packets into a log that can be opened in Wireshark.

Go to Developer Options on your phone and enable hcidump.

See this blog post for more details

Controlling robots via bluetooth sounds cool.

Perhaps instead of intercepting the bluetooth communication and decoding it, it might actually be easier to decompile the closed-source app and then search for the bluetooth commands? The control devices might use a standard bluetooth library that you might be able to hook into and log all requests/responses somehow?