Hi, unfortunately you cannot craft this. Clay is found in oceans and lakes on a vanilla world, and it is not found in the sky. Therefore, you have no option but to buy clay.
You can't really "farm" clay but you can buy clay blocks at 12 blocks for 1 grass at /warp trade, smelt it for hardened clay/terracotta and you can dye it into any color you want or you can just buy it directly off someone who sells them.
I wish there was a way to have a teleport where you could go into like a normal world for 2 minutes and get stuff
