Welcome to the forum.
You've probably already read the posts that suggest checking all of the nuts/bolts to make sure they are tight. Loose engine mount bolts or the bolts that hold the head steady (brace at the rear of the top of the cylinder) can increase the vibration.
Beyond that, during break in vibration is quite common. As the bike gets more miles on it they decrease. I found that after 1500 miles almost all of the vibration had disappeared on my bike and it became amazingly smooth for a big single.
The oil leak at your sprocket is probably thick blackish oil/grease? If so, it is the oil that was thrown off of the chain while you were riding.
If it is thin, almost translucent oil it is from one of the seals in the area. It's good that the dealer will check it out.
If the "clunk" is a tap, tap, tapping it is the automatic decompression device that's built into the exhaust cam. The device is supposed to retract when the engine gets up to idling speed.
These usually don't make much noise during warm weather but the thick engine oil during the cold season can make them hang up a bit.
Slightly revving the engine usually will make the noise go away.
Have fun with your new bike and remember when it comes to riding,
Trust No-one.