HF (hydrogen fluoride) and Cl2 (chlorine gas) are anhydrous gases (dry, containing no water) and halogens or behaving like halogens (first column of the periodic table, highly reactive elements).

Upon contact with water or things with high water content, like the cells of your windpipe and lungs, these gases spontaneously decompose into hydrofluoric acid and hydrochloric acid, respectively (and destroy your cells in the process). These compounds are still highly toxic and corrosive, and will keep causing damage inside your body. They also have the property to penetrate lipids (fat compounds) and burrow deep into your organism before causing damage.

So the immediate effect of exposure is intense pain (one of my coworkers suffered from Cl2 gas exposure, he described inhaling it as the sensation of a drill go through his nose and sinuses). The secondary effects can be nerve damage, sequestration of your calcium, both in your bones and in your blood, the latter leading to cardiac arrest. The tertiary effect is that these lung cells originally damaged by the anhydrous gas keep leaking, filling your lungs with water, and if left untreated, can cause death by drowning after a few days.

(Process engineer here, not biologist or medical professional, so qualified redditors please feel free to complement the information!)