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It would be helpful if you could post an example workbook.
Theoretically, I would approach this by creating a parameter to use as a list of your business days. Use an IF statement to return only the valid workdays. The user could use the parameter to select the "Current Business Day."
Then, filtering out holidays and weekends and using a DATEDIFF calculation, you could find the difference to the business days around that selection.
The MAX negative date diff (that doesn't equal 0) would be your closest previous workday, and the MIN positive date diff would be your closest future work day (or maybe the other way around depending which date part you enter first in your calculation).