Where are the clay rocks that are closest to the bank?

I believe Port Khazard is closest. Varr west, Piscatoris, Rimmington(after rocking out) are also close.

If you can enter the crafting guild, that would be the best place to get clay. Tele using crafting necklace, tele to cw or whichever bank you prefer then tele back to crafting guild for more clay.

Champion Guild via combat bracelet is also an option - but for banking as others saying use dueling ring.

or use ring of kinship (daemonheim ring) as its free