The sync button is located on the top of your Xbox controller. Older controllers, including the Xbox Elite Series 2 controller, don't seem to fully support this feature. Note: This method only works with the newer Xbox Series S|X controllers. If you don't know how to do that, refer to this guide: How to pair a wireless Xbox Bluetooth controller for Xbox One, mobile, or PC. First, make sure you have properly synced your Xbox controllers. Switching between signals is relatively easy, and just requires a couple of easy steps.
On the new Xbox Series X, and Xbox Series S controllers, they have the ability to memorize the previous devices they were synced up to.