The mobile device supports multiple pairings and simultaneous connections. There may be restrictions on the type mix of simultaneous connections, and I haven't tried it with more than one HC-05 at a time.
The mobile application would have to support simultaneous connections of the same type, which likely means you'd have to write the app to do whatever it is you desire. For Android MIT App Inventor is a relatively easy way to get started in app development.
What exactly is it you are trying to accomplish?