Confirm Suspicions

You can't cast a spell without choosing legal targets. If all of those targets become illegal, the spell doesn't resolve and you won't investigate.

You can't sacrifice a Clue to pay multiple costs. For example, you can't sacrifice a Clue token to activate its own ability and also to activate Alquist Proft, Master Sleuth's ability.

Clue is an artifact type. Even though it appears on some cards with other permanent types, it's never a creature type, a land type, or anything but an artifact type.