Hello JiMi_3706716 ,
1. You can also run the application when the two devices are in connected state with minimum power consumption. In the code, the BLESS can be put into the DEEPSLEEP mode between every Advertising or Connection intervals. The system should be put into the Deep-Sleep mode during this time if there is no pending application processing. So, the current consumption will be less when device is in either connected state or advertising state. Please refer to the section "2. Design and Implementation for Low-Power BLE" in AN92584 datasheet for more information. Also, please refer to the AN92584.zip projects in the link for reference.
2. Please refer to the Day020_BLE_UART example project in the GitHub, where this example demonstrates how to use PSoC4 BLE device as a UART-BLE bridge, which might be helpful for your application.
Q: While an application is being run, the peripheral doesn't connect by setting slave latency..?
Ans: Could you please elaborate more on this ? Slave latency is used to allow a slave to skip connection events without the central device dropping the connection.