About an idea, but I don't know if it's right

[Ming]

Hi,

      If the device(example:PCA10040)  is connected as a slave, Can the device broadcast data while still being connected?

[navigator]

Yes you can, subject to RAM limitations and radio time slice availability.   I think you need to restart the broadcaster role once a connection is established.

[haakonsh]

You just have to change the advertising data and restart advertising after you've established your connection. 

[Ming]

Thanks.