Regarding Clay not appearing on Late Show with Craig Ferguson, here is an explaination from Corabeth's PR rep at RCA:
Ferguson was cancelled when the performance was added to Kimmel. It seems you can appear on competing shows within a short period of time but you cannot perform on the competing shows within a short period of time.
Groban or Buble' did Leno and Letterman within the same window but I think it was at least 3 weeks apart so that may give an indication of the gentlemen's agreement/protocol.