I guess you are calling the CyBLE_ProcessEvents() API in the main for loop. The execution of all the events which are in queue happens after calling the CyBLE_ProcessEvents() API. Please note that this is recommended practice to give importance to BLE events. Else the application may not work properly.
Please note that it is recommended to call the CyBLE_ProcessEvents() API atleast once in every connection interval. So you can configure a special timer and call the API inside that timer ISR.
You can also configure another timer and call all your LED specific events in that timer ISR. You can give priority of this ISR more than than that of ISR above (which calls CyBLE_ProcessEvents() API).
Please note that in any case the BLESS interrupt should have highest priority.