Like his elder brother William, Clephane was a life-renter in Kinross, in right of his mother’s inheritance, in 1788. On William’s promotion to a colonial governorship in 1803, he succeeded him unopposed as county Member on the independent interest, though there were some reservations as to his fitness on their part. On 25 May 1803 his brother informed their patron William Adam that ‘Davie’ wished for a Guards company to be filled up from the line, a request that he had transmitted to Sir Henry Clinton ‘and put ... upon the footing of his getting into Parliament and by that means not clashing with his military duty’. As the Duke of York considered Clephane’s remaining with the 20th Foot ‘indispensably necessary’, Clephane begged Adam on 13 Sept. 1803 to induce the duke to give him a home appointment which would prevent his proceeding to Malta with his regiment. Adam did not succeed. Clephane took his seat, but at the end of the year had to apply for leave of absence.
On his return Clephane was listed a supporter of Pitt’s second ministry. He was named to the Middlesex election committee, 19 Feb. 1805, and gave, so he later alleged, ‘the most unremitting attendance’ during Melville’s ordeal, appearing in the government minority against the censure, 8 Apr. 1805. On the change of ministry in February 1806 he received a letter ‘saying no more than this, that Lord Moira is the soldier’s friend, and you cannot do better than stick to his lordship’.
In 1807 Adam was at first returned for Kinross, but chose to sit for Kincardine. Clephane replaced him with Adam’s conditional concurrence and with the approval of Melville, who counted him as a friend. To Melville he applied about April 1808 for a situation in the Treasury reported to be ‘on the eve of becoming vacant’.