Coupled DC/DC-modules - correct input filtering
In my opinion C4 and C5 might be needed to meet EMC / EMI requirements.

From the emi-considerations document (in one of the ZIP files) I see that C4 and C5 are 2 kV capacitors of 1 nF or 2.2 nF. That are typical values for such EMI capacitors.

These capacitors are there to provide a return path for the high frequency switching signal used inside the DCDC converter. Without them there is no "proper" return path and that can result in the high frequencies being emitted from anything that is connected to the outputs of the DCDC converter.

My advise would be to just follow the advise of the document and place a C4 between -Vin, -Vout and a C5 between +Vin, +Vout. So 2 caps for each DCDC converter. 1 nF or 2.2 nF doesn't really matter.

My guess is that your 12 V input is already mains isolated, in that case the 2 kV rating for the capacitors is also not needed, you could just use standard (50 V) caps.