Usually a CAD army list is made by 1 HQ and 2 troops (compulsory) and more troops, HQ, fast attacks and heavy supports (optional). But as halequins are no longer DE choices, but only CWE, to stick to the CAD list you should have 1 eldar HQ, 1 eldar troop and the harlies. So at 500 pt it's kinda difficult to squeeze 2 CAD to have harlequins on the field.
If you play unbound, you can just field any unit you want without thinking of compulsory or optional choices, so you can put harlies in your list.
In case you really really want to play with them, you better use Eldar for such a small army, but in that case CWE would have sooooo many units better then harlequins to field.