Explain the grammatical construction 'in consiliis capiendis' in "sunt in consiliis capiendis mobiles" (Caesar, De Bello Gallico, IV.5)

The whole phrase is an ablative of manner; it describes the adjective "mobiles" (flexible). They are "mobiles" in regard to "consiliis capiendis" (the act of making plans). 

"Capiendis" is a gerundive, a passive verbal adjective, that describes "consiliis." As it is an adjective it agrees in number case and gender with it's complement, "consiliis" (a neuter noun in the ablative plural.) 

The whole phrase would be translated "they are flexible when making plans."