Let me answer your questions in order, as best as I can.
You’re born into a Clan, here - for example, Clan Vysokvetr’s generations old at this point, and there’s lots of us who were born into the clan and then stayed in the clan our whole lives. There are others who came to the clan, either following someone else, or joining because they figured out that Vysokvetr and they were heading in the same direction in life. Then, some people who are born into the clan end up joining another one at some point in their lives - either starting a new one entirely with some people, or following a friend or a beloved to their own.
In Annarr’s case, he was born of Clan Nilsarlagtan, but I don’t think he felt particularly close to them. I think - reading between the lines - that his parents had both been killed by a fiend when he was very young, and so he was raised communally by the Clan - this happens more often out in the Reach. He wrote back occasionally to tell them how his life was going, it’s not like there was bad blood there or anything? They were far, and he was here, and it’s where he wanted to be.
So when it came to clans, he was planning on starting his own. And… ach. Midra loved Annarr very fiercely, Salme. When Annarr vanished, he was one of the first ones the Queen told. And she expressly forbid him from trying to chase after him, before you ask. Said nothing good would come of it, and told him to use his grief to rebuild Vysokvetr. And he has been, and I’m proud of him. They– Midra would have walked hot coals for Annarr, if he thought it’d make him smile, but as we’ve talked about, Annarr wasn’t the kind of person to go in for anyone walking hot coals on his behalf, and– relatively early on Midra came to understand that things were never going to be the way he’d have liked them to have been, between the two of them, but he was still going to be a part of Annarr’s clan and Annarr’s life in some way, shape, or form.
All of which is to say, I’ll write Midra, and get -him- to tell some stories about Annarr, for you. I’m not sure when he’ll get to it, but I know he’d love the opportunity.