I have used a keyboard, a mouse, and a BT headset (listening to music) all at once, with my phone connected (phonelink), but not doing much (in fact, just waiting for calls, so I can get the notification through the tablet -> headset).

Troubles may arise with using a phone as internet connection, as that can use a lot of bandwidth, as can headset use. So those two are likely to suffer when doing both; keyboard and mice are very low bandwidth, so they should be fine. (Tso's example might have been due to limited BT bandwidth, or limited CPU for mp3 decoding; can't tell which.)