Re: sourcing the clay - we got it bagged from a local supplier. 50# bags, something like $4-5 per bag.
Re: liner - I don't recall what the break point is, but on really large water features I don't
think the usual 45mil epdm is recommended - don't recall why. Maybe it's the weight of the thing. But I believe if you look at aquascapes literature they'll advise you to use their 20 mil non-epdm stuff for ponds that are 100x100 or larger (again, this is coming straight out of the memory banks, so you'll want to verify this). I also researched a
woven liner that a competitor used on a large project. The stuff seemed extremely tough.