Do I need to 100% Royal Highroads before Auric Palace?

No. Finish the story route into the Palace, then come back. The Highroads are easier when you are already thinking in glide chains.

Duskfade Royal Highroads Collectibles: All Locations (100% Guide)

Prerequisites: Air dash, Grapple, Glide

Elevated roads, long sightlines, easy-to-overshoot grapples. Slow down at forks.

Air dash plus glide. If you still drop long gaps, wait until after Celestial Kingdom.

Coins on lamp posts. Jump, air dash, do not grapple the lamp itself.

An Echo and a Card sit on a broken span. Glide from the higher road; climbing from below is a trap.

The Upgrade Gear is on a side balcony just before the Palace gate. It is visible from the critical path if you look left before the cutscene trigger.