Setting external CLK for a PIC
This is not correct.  You need to be setting the FOSC configuration bit as shown in REGISTER 14-1, page 174 of this datasheet.

You do not mention your crystal speed but this will make a difference, you might need HS, XT or LP.  The FOSC configuration bit can be set by specifying the correct value like below:

#pragma config FOSC = XT  // use external crystal/resonator