Yes, all I/O pins can be input or output, except C.6 which is input only because of the silicon design.
With respect to HSEROUT, that's saying the command cannot be used to output data on the Download Serial Output pin ( leg 19 ).
As for pull-up and pull-downs with serial coms; it depends on what you are interfacing to and polarities involved. A SERIN pin, used by the program but not connected, should be pulled-down for Nxxxx polarity, pulled-high for Txxxx polarity, to remain in its natural 'idle' state.