See details in the first video on why i placed this video onto the web.
The Clicking noise you here there happens after I close the quick release, and wiggle the bike a little, the whole quick release / skewer seems to slip and loosen up.
Also, in this video, you can see how much the skewer is actually moving, along with the entire clamp assembly.
Followup: This issue here was caused by the metal "J" bracket that pulls up, clamping the device onto my car, was bent. It is not something that I can bend back. They said it may have happened because the roof rack I have was never certified for my car. But since an authorized Yak dealer sold it to me, they would replace the head. They sent it to me a few days later.
carabs 4 weeks ago