The Heavenly Host is a collective term given to describe the angelic 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 legions of Demons started spewing out from them.
Both the Angels and the Demons were forcibly banished back to their respective realms by Uldyssian, and the legendary Angiris Council descended to Sanctuary and voted to spare Sanctuary (though Imperius sought to have the Host finish what it had begun), whereupon Mephisto appears and makes a pact with them to leave the mortal realm untouched by either side.