Clamp is definitely capable of DC, intended for currents around 50A or so meaning accuracy won't be as good as using a multimeter. A lot easier though. Showed 1.2A for my pump which is about right, but can't get readings from the rest of the hardware yet since all the wires are sleeved, and the magnetic field around three 12V and five 0V wires isn't going to be terribly informative.
The pico is very high efficiency, 90ish or something daft, but you're right in that it doesn't include the efficiency of the mains ac to 12V conversion. Efficiency of the brick is somewhat variable, 75 to 90ish depending on which one you get. The pico is also rated in terms of output currents, so the nominally 150W pico needs a 180W brick to operate at full capacity. The DA-2 is around 83%. I'm concerned that the 12V will be excessively variable and lead to lower overclocks, but not sure there's anything to be done about this.