I realize I have a more recent version of Finale, but I don't see the problem you describe. I just highlight the measure and apply the clef with the clef tool.

In recent versions of Finale (which I think include F2012) you no longer "move" or "drag" the clef; instead you position it by highlighting/selecting the portion of a measure or measures you wish the clef to affect.

Sure, that is what I did, but the clef is placed after the key sig in the new bar.  I've tried using the Measure tool and de-selecting courtesy clefs/key sigs, etc., to no avail.  I've saved and updated, used both the Clef and Measure tools, looked in Document options, used the online User Manul, and can find nothing on how to fix this.  I quit, hoping it would re-fresh, but that did not work either.  I've attached a screen shot to let you see what's up.  It's in the top two staves.  I hope it helps.

For a layout like this I would lock each measure in a separate, 1-measure system.

Then go to Page Layout Tool, and de-select “Avoid Margin Collisions” in the Page Layout menu.

When “Avoid Margin Collisions” is de-selected, you are allowed to have negative values in the dialog box Edit System Margins.

This means that you can position systems next to each other.

I don't know if the following option is given in Finale 2012, but in Finale 2014 there is a checkbox "Place Clef After Barline" at the bottom of the "Change Clef" dialogue box.

You have to uncheck this option to get what you want.

Thomas

PS: If you want the clef to appear after the barline but before the key siganture you have to hide the barline and add an empty extra bar before the clef with a zero width.