Was wondering when someone would spot this!
You can't have a truly 'empty' MIDI clip in SONAR as it needs some kind of MIDI event to exist. What I did was I created a clip with a single note in it, and then hid the note from showing in the Clip by manipulating the Track View separator that lets you re-size the view of MIDI notes and waveforms in Clips.
And from there I named the clips and colored them to stand out from one another. I find the clips easier to read and it makes looking at my arrangement easier for me to understand at a glance than the the Markers in the Timeline.
Another cool thing is they can be used for arranging.
For example, when all tracks in the project are selected you can then click the 'Marker Clip' and it will select all clips on all tracks within that region/ part of the song and then you can move or copy/ paste to arrange really easily.
SP