I have no direct knowledge, but for what it's worth, he and Ruben are both hardcore Christians who held prayer circles backstage before every show. So if Clay IS gay - and IMHO that's a giant if - I would guess he's extremely repressed.
I ask with all seriousness - have you not met a really religious gay person?
I work for a university with enough people of all stripes (races, religions, sexual orientations, whichever) that no one here can afford to have too many stereotypes. Even the poor young Bush-bashers are confronted with that fact that conservatives aren't all hayseed-chewing inbreds (the poor dears, it's such a shock.)
And I've met more than a few gay folks who are religious with a capital "R". They just aren't usually the ones you'd be able to spot as gay at a thousand paces. It's kind of like the Southern Baptists I've met who can drink me under the table. They're very religious . . . mostly.