The module CYBLE-222014-01 is based on PSoC 4 BLE which supports only one BLE connection at a time.
You can try another module from Cypress CYBLE-416045-02 from Cypress which supports 4 connections simulataneously (Central/Peripheral). This module has 2 cores M0+ and M4 and BLE works on both the cores. Please check it out from the link below:
The corresponding code example for your application is obtained from the link below:
If you want to use CYBLE-222014-01 only for your application for some reason, you can try Time-multiplexing the same device as central and peripheral. Please refer the code example Day30: Time-Multiplexed_Central from the link below:
Kindly let us know if you need any other information.