Welcome to the forums, first of all!
As far as carrying, I'm pretty sure you are just fine doing that. You can also carry with a round chambered, many will argue that without a round chambered you may as well not be carrying. However, I'm not sure if the initial purchase was legal or not. Others on here are much more knowledgeable and will be able to help you even more.
Lastly, its a MAGAZINE, not a clip. Personal pet peeve.