So clay bar is to remove any contaminants from the paint. Best way to tell if you'll get any benefit from the effort you put into a clay treatment is with the plastic bag test. Get a simple sandwich bag from the kitchen slip it over your hand and your your hand on the paint. If it runs over smoothly and does not catch, no need to clay. If if won't glide over the paint at all, maybe time for another clay bar treatment.
I've gotten to the point I can tell largely by feel without a plastic bag. My vehicles are often smooth as silk, and when they are not, it's time for another treatment.
And, pro tip. I've also gotten to the point where I do not use the "lubricant" and or detail spray when I clay bar. After detailing at a high level for years, show cars and daily drivers, I've found that you can save time, money and effort by following this procedure:
1. Wash entire car throughly
2. rinse
3. With same soapy water, soap up one panel at a time
4. Clay bar panel using soapy water as lubricant
5. rinse panel
6. repeat until all panels are done.
This saves a ton of "lubricant" product, as well as the time it takes to clean up, buff in/off the lubricant/detail spray after the clay bar. And if you are using the high end supplies like Adams, or Chemical Guys, or whatever, it'll save you a ton of cash over the course of a year.
Finally to your question of sealant. I do not reseal after "every" clay bar. I do wax, but I only seal twice a year. I use Adams paint sealant, and apply with a flex polisher. That said I recently tried the new adams "H2O Guard and Gloss" which is a water activated acrylic sealant, and so far I am a huge fan. I have used that in between my biannual seal after a few washes, and not only does it make drying easier, but it looks great when done and adds protection. It's still a new product, and I've only used it a hand full of times, but so far I am a huge fan. If you don't mind waiting for product to ship in, may be worth a try!
Jeff