Is clinical depression and major depressive disorder the same?

Yes: The official name is "major depressive disorder", but many people say "clinical depression" as a sort of shorthand for that. This is depression > 2 wks, severe enough to interfere with everyday life, and accompanied by changes in sleep, energy, appetite, ability to experience pleasure, suicidal ideas, and so forth. Many depressed moods are not severe enough to count as "clinical".

Depression: They are one & the same. Another term is unipolar depression.

Yes: Although i believe the definition to be somewhat too narrow, nimh and others see the terms a synonymous, clinical depression is a mood disorder in which feelings of sadness, loss, anger, or frustration interfere with everyday life for a period of two weeks or more.