From my experience, musicians are not always the most reliable witnesses to events in which they were involved.
For example, I can recall sending a photo from Mr Bob's "Like A Rolling Stone" session to a musician who was involved, asking, "Is that you on guitar there?" The reply I got was something like, "Sure is!". This guy has long said that, while he attended the session intending to play guitar, he heard Mike Bloomfield play and decided not to play guitar and took up the keyboards. When I later raised the matter of his confirmation that it was him playing guitar in the photo, he changed his story. "No, that's (another named guitar player). People are are always mixing the two of us up". The other guitarist was never involved in that particular session. What can you say? He was there and I wasn't but all the documentary evidence indicates that his memory was at fault.
At least Alan Clark didn't deny it had happened, only that he couldn't remember that particular show. Nothing wrong in that.
Many years ago, I was in a discussion with a blues fan I know who asked if I'd ever seen Jo-Anne Kelly in my early days haunting some of the clubs in the London arae. I said that I had not. Then, a few years later, I was looking through a pocket diary from the time and, lo and behold, there was her name down as one of the singers on my sole visit to a particular club. I can recall that visit but not her performing there. Another example. I have a ticket from a concert in St Pancras Town Hall in the late-1960s, with several musicians listed. I can recall the concert but I can't recall Jackson C. Frank (who was listed) performing there. I saw him elsewhere and can recall that but did he turn up to St Pancras Town Hall that night? I have no idea. And yet another example but the opposite way round. I saw The Incredible String Band at the Royal Festival Hall once and can recall Tim Buckley coming on as aguest after the interval and doing (I think) three songs. Quite some years ago, I mentioned this to someone who is keen on Tim Buckley and was more or less told that I was phantasizing, so much so that I began to doubt my own memory. Then, a few years back, came confirmation that I had recalled it correctly - and now can say that I am one of the small number of people in this country who has seen both Tim Buckley and Jeff Buckley perform live.
Anyway, I'm not really surprised that Alan Clark can't remember. Unless he keeps his old bookings diary or other mementos of all the shows in which he performs (and has ready access to them), it is reasonable that he would not recall.