Hi Celmar 
First,... Save your scene, .. 
Then go to the shaders panel at the bottom right,. open it up and select the shaders (hold shift and click each shader to select them) and delete them all apart from the Default shader.
Change that Default shader,. to your clay shader.
When you delete any Master shaders,... then any object has to use the “Default” shader.
If that;‘s the only shader available, then it’ll be applied to all objects in the scene
save your scene as a different file name.
Hope it helps 
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