2 questions:

In the intro movie they say that it took several years for Clay to figure out what reaaally was going on, did they simply mean COSA? As in, COSA was providing that crazy start thing?

Also how does Clay's memory become a pirate in Independence Wars 2 after being a solid new-alliance hero?

Yeah, I assume they were talking about COSA. As for how Clay wound up with a bunch of pirates, I can't really recall whether that's explained or not. Maybe a wizard did it. :P

The Clay AI seems to be under the control of whoever captains the ship it's on. Maybe the pirates stole it from the New Alliance at some point? After all you do fight them in I-War 2 after they essentially turn into Saturday morning cartoon villains (which is a shame given how well written I-War 1's story was).