Welcome to the forum, love to hear from another Canadian owner
Please post pics if you're comfortable with it! I love Canadians <3
As for clipping, if you plan on working him into a sweat he should be clipped. I personally don't blanket my Canadian until it gets below 25 degrees Fahrenheit (not sure the translation to Celsius sorry) she grows a wicked winter coat and even gets sweaty if it gets over that temp.
If I were you I'd clip, then blanket and just keep checking, if he feels hot take it off, find out what temps he's comfortable in. Problem with belly clips is that it lets the heat out, which is what you want for exercise, but not for keeping them warm :P
I'm no expert though, I never clip, but I also don't ride them till they're sweaty, they're just pleasure horses. So someone else may have better advice - I just love Canadians ^^