Have owned a couple of Caterhams now and both do the loud clunking when changing gear. It is related to the diff, the LSD being even worse with other strange noises. I think it is something to do with the way it is mounted to the chassis (not isolated enough) and not supported in the correct places. Own a W*******D using the same unit and no noise from that, but mounted totally different.
Have played about with the crownwheel to pinion clearance on an old unit and this will eliminate alot of the noise (not advised) as may reduce life.
Normally gets worse as the unit becomes hot, haven't tried using any thicker oil yet.
Russ