I looked up Araldite and see that they're a company that makes various kinds of adhesives so not sure which one you were using.
If you were using one of their 2-part epoxy glues, those should have worked reasonably well but the longer the setting time for an epoxy glue the stronger the bond, so perhaps you used a short-curing one?
The problem could have been lack of flexibility with epoxy glues though since the snap-type hair clips I'm guessing you used will flex a bit when opening and closing. So you could try a strong glue that does have flexibility after drying/curing like E6000 (an "industrial" strength silicone type glue available in the U.S.), or perhaps even a very strong permanent "white glue" like Weldbond or Gem-Tac or Jewel It (those last two are meant for attaching metal "gems" to fabric so usually available in craft stores).
Polyurethane glues (Gorilla Glue is one brand) are really-really strong so they should work. You could use just a small amount but keep in mind Gorilla Glue is yellow and also swells while curing so needs to be clamped/weighted and also have any that extrudes out wiped away during that curing.
Not sure liquid clay would work well in that situation so not surprised there. And hot glue really isn't all that strong for nonporous things, without a mechanical hold.
That's a difficult adhesive situation though so you'd be better off to use a mechanical hold of some kind, or to use a mechanical
hold along with an adhesive hold (glue, etc).
Some of the things that would give mechanical hold would be to wire
the pieces onto the clips (using hole through the cookie or adding a clay or other shank to the back side like you would a button**) --or you could just wrap the end of the clip a bit with thin wire then use the glue so the glue would have something to wrap itself around to create a mechanical hold.
Or you could do something like is often done when attaching metal pin backs and french barrettes to clay which is to use clay to wrap around or through some part of the non-clay piece (e.g., around the entire end of the clip, through the opening in the end of the clip, etc); it would be good to use liquid clay if baking raw clay on the clip, or another strong glue if attaching after baking the wrapping clay.
You could also try roughing up the surface (then cleaning well) for any of the glues (which would give a small bit of mechanical hold).
You can get more info and ideas about making hair items with clay on this page at my site, if you're interested:http://glassattic.com/polymer/jewelry.htm
(click on Barrettes
And there's more info on glues/adhesives and clay here:http://glassattic.com/polymer/glues-Diluent.htm
(click on Shanks & Attachers