The Heavenly Host is a collective term given to describe the Great Armies of the High Heavens.
The only mention of the Heavenly Host is in the third book of The Sin War novels, The Veiled Prophet. The Archangel Tyrael was given command over the Heavenly Host to lead them in obliterating Sanctuary. The Angels of the Host swooped down from the skies and struck their wrath on all who opposed them. It was at the same time that the ground split open and the Great Demonic Legions started spewing out from them. The battle between the Hosts and Legions ended in a deadly stalemate, when the legendary Angiris Council descended onto the mortal plane and started a vote, under the watchful eyes of the Demon Lord Mephisto, that would decide the fate of Sanctuary.
After Sanctuary was saved by the vote, there has been no mention of the Heavenly Host.