I am surprised if you purchased it new that it did not include the clip. If so, I am pretty certain Thrunite will send you a new clip, possibly even a new light with a clip.

I really liked the Ti3 on my hat during my JMT trip a couple years ago. The only issue I had was that the clip popped off about a week in, and I had to hold it in my mouth at times. It’s so small and light that was not a huge deal, but its worth noting.