PIC24 PLL module is always out of lock
Firstly the Vcore capacitor - Microchip recommends a low-ESR (such as ceramic) 10uF cap there. Your 10uF tantalum in parallel with the 100nF ceramic will probably work though, so I don't think this is your problem.

As for you oscillator config - for an 8MHz crystal you really should have the POSCMD bits set for XT mode (01) as HS mode is intended to be used with crystals 10MHz and higher. Using an 8MHz crystal in HS mode could make the oscillator too unstable for the PLL to lock.
Check the recommended load capacitance for your specific crystal and if its manufacturer recomends any other 'extra' components (I have on occasion needed to add a large resistor in parallel to achieve reliable oscillation), but I suspect that the capacitance is your most likely problem.
Remember that an xxpF capacitance spec on the crystal datasheet does NOT mean 'use a pair of xxpF capacitors' ... I struggled with this fun fact about crystals for far too long before finally figuring it out.