Hi Jun,
I don't have much experience with the T.I. protocol sniffer so it's hard for me to tell exactly what is going on in your captures.
In my case, the LL_CONNECTION_UPDATE_REQ was received, but no communication occurred after the connInstant when the new parameters were to take effect.
The key to my work-around is the realization that the connection parameter update never fails in the absence of other data on the link. You just need some mechanism that tells both peers not to send any data until the parameter update has completed.
-Tyler