Is it possible to connect while scanning (ble)

[toastedowl]

I am using 4.1.

I add 10 macs to the whitelist, I scan and find the mac, then I connect fine BUT only when I stop scanning before connecting.

Advertising:
ble_scan_params.scan_type = BLE_SCAN_TYPE_PASSIVE;
ble_scan_params.own_addr_type = BLE_ADDR_TYPE_PUBLIC;
ble_scan_params.scan_filter_policy = BLE_SCAN_FILTER_ALLOW_ONLY_WLST;
ble_scan_params.scan_interval = 0x500;
ble_scan_params.scan_window = 0x470;
ble_scan_params.scan_duplicate = BLE_SCAN_DUPLICATE_DISABLE;

This works fine
1) esp_ble_gap_start_scanning(duration);
2) esp_ble_gap_stop_scanning
3) esp_err_t error = esp_ble_gattc_open(gattc_if, *addr, add_type, true);

This fails every time (after 30 seconds)
1) esp_ble_gap_start_scanning(duration);
2) esp_err_t error = esp_ble_gattc_open(gattc_if, *addr, add_type, true);

W (41771) BT_L2CAP: L2CA_CancelBleConnectReq - no connection pending