Should I terminate the MII/RMII interfaces?
MII runs at 25Mhz, so at that speed transmission line effects are usually not seen. RMII runs at 50Mhz which does need impedance matching and the DP83640 uses 50Ω matching so build your PCB traces for 50Ω if using RMII.

RGMII uses 2.5V CMOS or 1.8V HSTL at 125Mhz

You use HSTL if you have transceivers to do so, this also implies matching

2.5V CMOS will need to have a matched transmission line for whatever port it is being driven from (either microprocessor or FPGA) and the PHY