I am not aware of anything yet, possibly you could file a CASE
to see if anything "early" can be viewed.
To create a technical or issue case at Cypress -
“Create a Case”
You have to be registered on Cypress web site first.
Not sure if you recieved an answer for this. Yes, you can use the function CyBle_GapDisconnect() to disconnect from an existing connection. The general callback function would then return CYBLE_EVT_GAP_DEVICE_DISCONNECTED and you can use deep sleep mode between the connection intervals