Clue is an artifact type. Even though it appears on some cards with other permanent types, it's never a creature type, a land type, or anything but an artifact type.

Evidence Examiner's last ability triggers whenever you collect evidence for any reason, not just when you collect evidence with its first ability.

If an effect refers to a Clue, it means any Clue artifact, not just a Clue artifact token. For example, you can sacrifice Wrench to pay for Alquist Proft, Master Sleuth's activated ability.

If you can't exile enough cards to meet or exceed the required mana value, you can't choose to collect evidence at all.

Once you've announced that you're casting a spell, players can't take actions until you've finished doing so. Notably, opponents can't try to remove cards from your graveyard to stop you from collecting evidence.

Some abilities trigger "whenever you sacrifice a Clue". Those abilities trigger whenever you sacrifice a Clue for any reason, not just to activate a Clue's activated ability.

Some spells and abilities that investigate may require targets. If each target chosen is an illegal target as that spell or ability tries to resolve, it won't resolve. You won't create any Clue tokens.

You can't sacrifice a Clue to pay multiple costs. For example, you can't sacrifice a Clue token to activate its own ability and also to activate Alquist Proft, Master Sleuth's ability.