It is not clear what your question actually is, but yes, you have to set PCLATH<4:3> to reliably jump to any location in program memory using a GOTO instruction on the original 14 bit PIC architecture. This is, of course, all very well described in the datasheet in several places. What exactly are you confused about?
You also have some other confusions. There is no distinction between a "long" or "short" jump. The GOTO instruction always does the same thing. The low 11 bits of the target address come from the instruction itself, and the upper 2 bits from PCLATH<4:3>. This has nothing to do with whether the two upper bits happen to be the same in the source and destination addresses or not.
No, you can't jump between bank 1 and bank 3. Data memory can not be executed, only program memory can. You can jump between pages of program memory, with the only distinction being that the upper 2 bits of the address change when jumping between pages.
If you use the convention that PCLATH<4:3> are always set to the page currently executing from and you know that the target is in the same page, then you don't have to explicitly set anything in PCLATH. However, this is a convention that is completely up to you. The hardware can be used various ways.