I tried using a 10MHz crystal with 2x22pF caps with the "HS oscillator, PLL enabled (clock frequency=4XFOSC1)" but it didn't work [I blinked an LED with 1Hz and the timing was all wrong].
I used a 4MHz with the same option but it also gave me the same result.
The pic works fine with a 20MHz crystal at HS mode.
What have I done wrong? Here is the bit configuration that I used
Are you sure the configuration bits are being set to enable the PLL?
Why do you have internal/external switchover enabled?...Are you also using an external clock?