I've been digging for an event of this sort for awhile. It would be handy to know when packets are transmitted.
The adv date can be dynamically modified before each advertisement interval. You have to wait for the BLE SS State of CYBLE_BLESS_STATE_EVENT_CLOSE for changing the Adv packets. You will know that CYBLE_BLESS_STATE_EVENT_CLOSE has been received not by any inetrrupt callback, but you need to constantly poll for the SS State by calling the CyBle_GetBleSsState API.
We have an example project for this. You can download it along with the documentation from this location.