If it's the model of clamp meter I think it is, looking at the manual for it,
http://documents.milwaukeetool.com/58-14-2221d4.pdf, then I can understand your issues.
The second picture shows the buzzer setting for continuity. That only measures up to 600 ohms. The resistance setting (the omega setting) only reads up to 6k ohms.
It simply isn't capable of reading some of the higher resistances on the coils, so can't differentiate between an open circuit and a >6k ohm resistance coil.
You need to get hold of a multimeter more suited for the task. You really need to buy a cheap one as you can't do much testing without one. You could have bought one from Jaycar whilst you were there!