I know it's a bit late but...
In the past I used a lanyard a couple of times when clamped to something sketchy,
but as long as the XLR's "click" in, and are wrapped around something then you
should be good. Not that having your mics hanging 5 feet off a balcony swinging by the XLR's is ever good but... keeps your mics off the pavement, and you off of court TV.
Then a couple months ago I had a pair of 140's clamped to a balcony away from wooks in the lighting booth at a venue tested the clamp, I was pushing, pulling every which way felt great, started getting tipsy and letting the tape roll in a "safe" spot... Damn lightman knocked off my clamp
, LUCKILY there was a little shelf for a projector just below the mics that caught them. I though the clamp had a bombproof grip, and I was totally sober when I set it up but...
Ever since then I ALWAYS run a lanyard while clamped to anything but a stand, the couple minutes it takes to rig one up is well worth the piece of mind IMO.
... but there was that one time at MMW in Osaka where some kid pulled a chair over by my stand, jumped up on it and started tugging on my mics, almost knocking the stand down with two pairs of AK40's on top. Wow, was that kid spun. It took everything I had not to pound on that fucking kid
. That time we were running a stand with the legs closed Duct taped to a pole, I thought we were safe that day but... You never know... What if that same spunion is at that show hanging off the sprinkler pipes? I say lanyard up cause man that clamp/setup looks H-E-A-V-Y, and could seriously fuck someone up!!
But I must say, looks like you get some prime real estate with that clamp... I like it!