Don't worry. No one mentioned before (I've tried to read the entire thread), in my opinion, the main error OP did was using an aggressive pad (orange) on (what others related) very soft paint.
Like said by many, after claying it's good to polish. However, to remove clay marring (always present at some level), just the first pass is enough.
That said, you don't need to worry about claying your car, if you're going to polish afterwards. Just the act of polishing will remove every marring clay may leave, because it's pretty much always superficial marring, only.
However, if you are going with an orange (aggressive) pad without any criteria or proper technique, over a soft paint, you'll leave noticeable scratches on the paint.
Solution: Always do a test spot before polishing. Dial-in a system that will be able to remove the defects you're observing. Start trying the least abrasive method first. Inspect the paint in many light conditions, including your swirl finder light, after every section.
Clay new cars is a common practice here, I'm yet to find a car that don't need any claying at all.
The solution to OP would be to re-polish the car using proper approach.
If the light polishing or finishing pad aren't removing the defects to desired level, you may use an aggressive pad at first, but more steps later for further refinement, using a polishing or finishing pad (the test spot will tell you).
After perfecting one spot, you just reproduce it to the rest of the car.
The error in this thread relies on lack of observance, lack of criteria, lack of test spot, and use of aggressive approach on a soft paint.
IMO.
Don't be scared, educate yourself, ask before trying if you're not sure enough. We are here to help.
Kind Regards.
