Yes and it is extremely easy to show (almost trivial in fact). Starting with ##\nabla^{a}F_{ab} = 4\pi j_{b}##, we have ##\nabla^{b}\nabla^{a}F_{ab} = \nabla^{a}\nabla^{b}F_{ba} = -\nabla^{a}\nabla^{b}F_{ab}= 4\pi \nabla^{b}j_{b}## i.e. ##\nabla^{b}\nabla^{a}F_{ab} -\nabla^{a}\nabla^{b}F_{ab}= 8\pi \nabla^{b}j_{b}##. Now ##\nabla_{b}\nabla_{a}F^{ab} -\nabla_{a}\nabla_{b}F^{ab}= -R_{bae}{}{}^{a}F^{eb} - R_{bae}{}{}^{b}F^{ae} = -R_{be}F^{eb} + R_{ae}F^{ae} = 0## hence ##\nabla^{a}j_{a} = 0##.
It is also very easy to show that ##d(^{\star }F) = 4\pi(^{\star }j)##. We have ##(^{\star}F)_{ab} = \frac{1}{2}\epsilon_{abcd}F^{cd}## so ##\epsilon^{abef}\nabla_{e}(^{\star}F)_{ab} = \frac{1}{2}\epsilon^{abef}\epsilon_{abcd}\nabla_{e}F^{cd} = -2\nabla_{e}F^{ef} = -8\pi j^{f}##. Hence ##\epsilon_{fjki}\epsilon^{feab}\nabla_{e}(^{\star}F)_{ab} = -6\nabla_{[j}(^{\star}F)_{ki]}= -8\pi\epsilon_{fjki} j^{f} = -8\pi(^{\star}j)_{jki}## therefore ##3\nabla_{[a}(^{\star}F)_{bc]} = d(^{\star}F)_{abc} = 4\pi(^{\star}j)_{abc}## i.e. ##d(^{\star}F) = 4\pi(^{\star}j)##.
Note the implications of this. Because ##\nabla^{a}j_{a} = 0## in any space-time, we can apply Stokes' theorem to a space-time region ##\Omega \subseteq M## bounded by two space-like hypersurfaces ##\Sigma, \Sigma'## from a single foliation and find that ##\int _{\Omega}\nabla^{a}j_{a} = 0 = \int _{\Sigma}j_{a}n^{a} -\int _{\Sigma'}j_{a}n^{a}## i.e. the total charge ##Q = -\int _{\Sigma}j_{a}n^{a} ## is conserved (here ##n^{a}## is the outward unit normal field to the space-like foliation that ##\Sigma,\Sigma'## belong to; the negative sign is to compensate for the negative sign that comes out of the inner product in the integral).