salts like nacl and cacl2 don't get affected due to moderate heat or pressure as used in autoclaving.. simple experiment... add salt to rice and cook it in pressure cooker.. taste the rice.. the nacl is not lost to pressure cooking!
This question has already been addressed several times before, and although several investigators prefer to autoclave calcium chloride, most molecular biology manuals recommend not to autoclave, but to filter.
CaCl2 gets precipitate if the pH of your distilled water is more acidic otherwise is is safe to autoclave it. You can filter it by syringe antibacterial filter (0.22 or 0.44 microns). All the Best.
I autoclaved CaCl2 solutions (50 and 72 mM solutions) and got good competent cells. For autoclaving itself, I recommend at least 2x bigger vessel than you need due to many solutions can flip one´s lid. Best wishes :-)
Consider the possible contamination by carbonation of calcium chloride and/or of its solution to soluble calcium bicarbonate, along with its hereafter conversion to insoluble calcium carbonate upon heating or boiling.
About predicting the pH of CaCl2 aq. solutions ― cf. my posts at: https://www.researchgate.net/post/How-to-increase-pH-for-a-solution-without-making-a-chemical-reaction-with-CaCl2