Clay was a bodyguard working for Senator Alfred Woden. He betrayed him and wound up switching to Lem's forces instead. Clay was only seen once in the game so hardly anything in known about him. He was killed by either Max or Mona.
Clay defected from Woden's factions and worked with Vladimir Lem. He set some of the explosives in Woden's Mansion and was last seen leaving with Lem. There was a possibility that he survived the gunfight, but it was later confirmed by NYPD that everyone in and around the mansion were killed by Max and Mona.
N/A. It was never confirmed whether Mona or Max killed Clay.