Do I need CL capacitors connected to the high frequency crystal pins, HFXIN and HFXOUT?

Yes.  The internal capacitance of the HFXIN and HFXOUT pins are 1pF each.  The values to select for the external CL capacitors depends on the crystal (xtal).  Refer to the crystal vendor for selecting the capacitor values for a specific crystal.  Note: The 32kHz crystal pins, on the other hand, do not need external capacitors.