There are as you've found clips, lift all of them and tug at the vent use a plastic wedge to gently lever them around their edges.
The centre vent has a screw in the glove box and a hidden hex head (3mm) inside the vent to the right of the control wheel, it couples the vent wheel to the flap and is quite long, you will think its never going to come out. Again lift the clips and tug at it.
It took a few pounds of pull and PLASTIC lever to shift mine.

The lamps are 5mm T1 1/2 14v 30Ma/0.4watt, don't use higher power lamps or they may melt the plastic. Their holders plug into the vent assembly, take care not to yank out the vent assembly once it comes free or the wiring could be damaged.