I would definitely tell your GP that you are on Phen. I know you are worried about what he will say, etc. but it's not right to keep information like that from your Dr. incase something does happen. As for telling the clinic, why not, just explain to them that you are on Phen now and the reason you are switching clinics. The first question my clinic asked is was I familiar with Phen and I told them yes, I had taken it before in the past and he said ok and went on with the exam.
Good luck with your weightloss. Seems you are already on the right track