With my Sena SMH10 headset, I can do exactly what you want to do. I can pair it to the Zumo GPS, and my phone, and, at the same time also have it connected to one media (music) source. I usually have it connected to an SM10 Bluetooth dongle so I can listen to my iPod which is controlled by the Spyder's radio. However, if I turn off the bluetooth dongle, the headset will connect with my phone in "media mode" as well as "phone mode". That way I can listen to Pandora radio on the phone. Either way, the music works flawlessly with the phone and the GPS. :2thumbs:
Following the instructions in the SMH10 manual, I first paired it with my phone. Then I paired my SM10 Bluetooth dongle as a "second smartphone" (even though Sena customer service told me that wouldn't work), and lastly I paired the GPS using the "Multiple pairing" method described in the manual. With this pairing method I am able to listen to streaming music from my Android smartphone (like Pandora Radio), or music coming from the Spyder's entertainment system. Like I mentioned above, the headset can only handle one media (music) source at a time. The SM10 dongle seems to take priority, so if I want to stream music from my phone instead, I simply turn off the power switch on the SM10. Then re-connect my smartphone and headset via bluetooth.
Since you are not even using a bluetooth dongle, I would think that your SMH10R would also be able to connect to the phone in both "phone" and "media" modes and also to the GPS at the same time, if in fact it has media capability at all. However, not owning the "R" version of the SMH10 I'm not certain of that. If you cannot find information in your manual about connecting music, maybe someone who has one can tell you if it will handle music, or you could call Sena customer support for the answer.
If your SMH10R manual mentions a "Multiple pairing" procedure, I would try pairing the GPS using those instructions. First, I would "unpair" everything, and then try pairing with just your iPhone to see if you get both phone and music functions. If you do, you can then re-pair the GPS and everything should work. Before you do anything, first make sure that your headset has the latest firmware update from Sena.
Hope I have not confused you with this long explanation.