Furchteinflößendes Dampfschiff

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.

If Foreboding Steamboat leaves the battlefield before its first triggered ability resolves, the chosen creatures won't be exiled at all.

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.

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.

Starting with the player whose turn it is, each player in turn order chooses two nontoken, non-Vehicle creatures they control, then all the creatures chosen by all players are exiled at the same time. Players get to know the choices made by players who chose before them.

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.