My thought is that Clifford is making a pretty fair attempt at covering their hindquarters because their gasket didn't hold up. If the old gasket you removed before coating the headers held up, I'd be real tempted to use the same kind of gasket again, with a bit of high-temp silicone sealer as insurance. The coating that Cap's does is supposed to REDUCE the temperature of the headers, which I've found to be true in actual operation, which in turn reduces underhood temperature as well. So what the good folks at Clifford told you sounds to me like what Buffalo refers to as "donkey dust". If you want to use a copper gasket, it'll hold up darn near forever, but they are a bit pricey. I think if I were in your place, I'd try using the same kind of gasket you originally used, and if that blows out, go with the copper one.
