@JamardaDigital and @zarkua (and everyone else) I have new info on it.
I sent a message to clay.io team asking them when API v2 will be released since I still get the message "This version (v1) of the API will be deprecated on May 1st 2015. Apply for the new version here" when I want to check the API documentation.
They answered me with this :
Our new SDK is available publicly at github.com/claydotio/clay-sdk. Unfortunately, it lacks Construct 2 compatibility at this time. It's something we're looking into supporting in the future.
I'm afraid we'll have to wait a bit longer to be able to use clay.io plugin V2 on Construct 2.