Working with the MSGEQ7 clock input
The 33pF cap is needed to make the on chip RC (resistor capacitor) oscillator work. If you leave it out then there will be no clock for the chip.
Putting 3 10pF caps in series will actually produce 3.3pF, (which may be too low for the oscillator to work properly) as capacitors work the opposite way to resistors in this regard. If you put them in parallel you will gt 30pF and it should work. 

Although the datasheet gives little info about the recommended values a formula or any graphs, it should work with slightly lower/higher values of capacitor (e.g. 20-200pF) but the internal clock will be faster/slower. Changing the 200k resistor will make a difference too, frequency will be proportional to 1/RC.

Here is some info on RC based oscillators:  

Relaxation oscillator

CMOS oscillators

RC oscillator