let $L_3=\left \{ xyx| x,y\,\, \epsilon (a+b)^{*} \right \}$
$L_3=(a+b)^{*}$ is regular.
$L$ is CFL.
$L_1=L-L_3=L\bigcap (L_3)^{'}$
$(L_3)^{'}$ is regular
hence $L_1$ is CFL.
[edit]
thanks to Anu007
But if we see carefully,
$L_1=L-(a+b)^{*}=\phi$i.e Regular
CFL are closed under concatenation hence $L_2$ is CFl.
Most appropriate answer is option $C$