What is the purpose of these capacitors used on the CANH and CANL lines?
These capacitors are to suppress CAN bus line transients high-frequency noise by conducting it to earth.

Their values will be a function of the expected noise and the line imedance. Is this circuit a recommended application circuit from a reputable source? If so, I would stay with the recommended values unless you have the equipment for diagnostic EMC testing readily to hand. Otherwise you can revise these values during initial EMC testing later.