Hello Sen,
Yes, this will be possible on KW41. Just keep in mind that that since there is only one transceiver, it will need to switch back and forth between BLE and Thread modes. Because of this, there is a chance to miss packets sent over the air when both technologies need to run simultaneously.
Additional KW41Z info can be found at:
http://www.nxp.com/products/microcontrollers-and-processors/arm-processors/kinetis-cortex-m-mcus/w-s...