For me I think owning a Z4 prior spoiled me. I was hoping the Clio would fill the void but it's just feels "cheap" as opposed to the Zed. Not as engaging to drive and not as quick. It also lacks the creature comforts for me. I'm not hating on it for it is a great track car but that's about it. Plus I'm fed up of boy racers fancying a go lol.
It's very hard to compare a Z4 to a Clio - I have never driven a Z4, but i'm sure its a very different experience. I had several Elise's and the Clio feels like a Rolls Royce compared to that.
I had considered a Z4 as they seem to be very good value, maybe one day I will have one...just dont tell the wife.
I went out in an S2000 when I was car hunting last year as there is so much hype about them and I have never been so let down by a car...Im sure they are amazing, but just didnt tick that box for me and im a huge soft top kinda guy.
I had a Mk1 Focus RS years and years ago on a test drive literally drove 1 minute from the garage had some idiot pull up next to us revving his engine it was a regular thing at the time the Honda Civic Type R was the main culprit...I just stared at people and watch them drive away in a cloud of smoke.
These types of cars will always attract that kind of attention, but I just ignore it I have no interest in 'doing' cars and bragging about it on the net..tossers, I need my driving licence!.
It's clear from your post the car is not for you and compared to a leather smothered BMW the Clio will be 'pound shop' quality and if thats important to you move on from it.
Good luck to you BMW's are lovely no doubt!