Clay bar: It's pretty impossible to do damage with it. You spray the surface of the paint where you want to remove something with a lubricant (i.e. quick detail spray is hte most common) and you rub the clay across the lubricated surface where the contaminant is. Lightly and repeatedly.
The clay glides over the paint and doesn't even touch it, but it's very sticky so it works to pull the raised contaminants (i.e. bird poop, tar, industrial fallout/rust) out of the paint as it's pulling at it gently each time you wipe the clay over the surface. A good clay bar job will involve rubbing the clay over a contaminant sometimes 5-10x in ~5 seconds in quick back and forth swipes to pull out.
On the glue: If it doesn't wash off, you can also use "goo be gone" to remove it. Just get any sort adhesive removers off the paint ASAP once the glue is off.
On the alpine white paint, I definitely recommend sonax polynetshield. This paint is extremely nice to clean and polish as it shows nothing
And Sonax PolyNetShield leaves a very light residue if not removed - which you won't even see anyway. So it'll be very user friendly.
Just remember to use it sparingly - a little goes a long way - and once you are done applying it to a section remove it immediately with a clean and SOFT microfiber towel.
Also, this product is a spray-on sealant - the only of it's kind to my knowledge. It chemically activates when it hits air. You want to spray it onto an applicator pad or similar and then apply it where you want.