Are you trying to stick to "natural" colorants?
If so, I would suggest using something besides clay. You can infuse your oils with certain herbs, things like that. Or use oxides (oxides are used to color mica, but you won't see the sparkle of mica in an opaque product such as lotion). However, oxides that are available for use in cosmetic products are usually lab created and not obtained from nature, due to heavy metal contamination of naturally occurring oxides.
If you are still wanting to use clay, you're going to have to pour a lot cooler. Wait until it's almost slushy, since the clay can't sink as easily in a thicker fluid. Same goes for mica, if you end up using that.
By the way, I've never tried putting clay in a lotion bar. What does that even feel like? Are you only adding it for color or does it do something for skin feel? Have you tried the same recipe without it to see how it changes the feel of the product?