Cleves is the typical English spelling of the place and family, close (as usual) to French Clèves. The French form could arguably be used because this family were by this time a French family, and historically they had long links to the French speaking aristocracy before then.
However, there is a complication that could be argued. The area called Cleves itself is on the border of modern (and medieval) Germany and the modern (and medieval) Netherlands (which was a looser concept in the middle ages). German and Dutch can be associated with the area, with perhaps German having a lead.
I think for this part of Europe, the families who had both German and French connections, each case has to be looked at, but in this specific branch of this specific family French maybe should win out?