What are Peripheral Interface and Host Interface?
I haven't looked into the data sheet but this is a common differentiation.

The bluetooth module (the client) is probably designed to be interfaced with a micro controller (the host). So "host interface" just point out that you can either interface with USB or UART from your host to the module.

As is seems, the module can provide a host interface to other devices (peripherals) of its own. So Peripheral interfaces are just interfaces to potential peripherals of the bluetooth module. You could probably attach LEDs to the GPIOs of the module and send a command via the host interface to switch the respective GPIO/LED on/off for example.