Generally speaking, no, ClockworkMod (and other custom recoveries) do not backup your bootloader. You can physically look at your backup directory to verify this, but I have never seen a custom recovery that included a bootloader in the backups. What you typically get is:
- Boot partition
- System partition
- Data partition (also
/sdcard/.android_secure depending on the recovery/version)
- sdext (if you have it)
- WiMAX partition (if you have it)
The general rule is to make sure you have the correct HBOOT version before you restore a nandroid backup, and you'd have to flash it separately.