If I use foobar2000 to apply ReplayGain (with 'prevent clipping' set in the scanner) do I still need to enable 'prevent clipping' in Rockbox to ensure music won't clip?
Scanning doesn't prevent anything. So yes, to get the "Prevent clipping" functionality, it needs to be enabled in Rockbox.
The only gain I'm applying in Rockbox is -2dB in the ReplayGain pre-amp, as I read this should ensure that crossfeed doesn't clip. No other DSP processing is being used.
That won't help much, as the preamp is only used if ReplayGain is being applied. You could use the equalizer pre-cut instead (and set the gain to zero for all bands).
Doubt it would be needed for the Crossfeed though. Relax and enjoy the music instead.

ReplayGain only lowers the volume. I don't know how ReplayGain works internally but from my understanding the "prevent clipping" setting is not needed -- I'm using ReplayGain since it was added and never enabled the "prevent clipping" setting. Never had the impression that the music clipped.
ReplayGain can raise the volume too, though that doesn't happen very often.
What "Prevent clipping" does is that it takes the peak volume (which is calculated during the ReplayGain scan) and if needed, lower the volume so that no clipping occurs.