AN21xx development board has five 20 pin headers P1-P5, FX/FX1/FX2/FX2LP have six 20 pin headers P1-P6 and a 40 pin header (J4 in the case of FX and P8 in the case of FX1/FX2/FX2LP). The 20 pin header has 3 major uses, they are
1) They mate with the prototyping board supplied in the EZ-USB (AN21xx/FX/FX1/FX2/FX2LP) Development Kit.
2) They allow direct connection of HP (Agilent) Logic Analyzer pods (Agilent P/N 01650-63203).
3) They allow general purpose probing by other logic analyzers or oscilloscopes.
The 40 pin header serves point 3 and also acts an ATA connector. We have "CY4611B - USB 2.0 USB to ATA Reference Design" which emphasizes the usage of this header as ATA connector.