Central: Establishing multiple connections simulataneously

When calling sd_ble_gap_connect(), and providing a whitelist, what is the expected process for establishing a connection, as far as timing is concerned?  Will the device scan until it hears an advertising packet from anything on the whitelist, then send out a connection request, and complete the process very quickly, or are multiple advertising packets, and therefore multiple advertising intervals required in order to establish a connection?

If multple advertising packets are required, will the device only attempt to connect to the device it first recieves an advertising packet from, or will it try to connect to any device on the whitelist, and only complete the connection with one device?

Is it possible to simultaneously initiate connections with many devices at once, without repeated calls to sd_ble_gap_connect()?