I see from the 1900 census Annie M. Searsy is already a widow.Have you obtained a copy of Clay's death certificate?It should show the names of his parents, but accuracy only as good as the knowledge of the informant.On the other hand, he filled out the application for his Soc Sec card, and it should show the names of his parents, his residence at the time of his application and other data, too.
Combined info from TX Dth Idx and SSDI:
Searsy, Clay Ross, b 5 Nov 1898; d 14 Feb 1966 Lubbock Co, TX; SS card issued in TX
Another source would be the marriage "application," not the certificate,not the license, but the application where you fill out personal information and that should include the names of the parents of Clay and Ada.
By 1930 I see Clay and Ada have three sons, have you talked to the families of any of those sons?You never know who heard, and remembered, family stories and history.