The clutch is probably just worn out and needs to be replaced. When was the last time it was replaced?

The clicking is most likely the CV joints. Looking at the boot for leaking grease doesn't tell you anything about the joint. You would actually have to remove the boot and disassemble it to determine if it is bad or not. If you have basic hand tools, I recommend just buying a rebuilt axle and replacing the clicking one with it.

The loud exhaust may be due to a leak somewhere. Check all the connections and gaskets first and then check for any holes that it could be leaking from.