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Answer
The BT850/BT860 are what is known as a HCI modules, meaning they do not have a BT stack on board and rely on an external host OS (Windows/Linux) or micro with its own stack.
The BT850/BT860 comes preloaded with BT Controller firmware from the factory.
BT850/BT860 does not come with BT host firmware. It is designed to be used with an external host that has a host stack.