It's under "Weather" not "Clock".
I've got a Samsung Galaxy Note 3 running Lollipop 5.0.1 under AT&T with a patterned screenlock; since the Lollipop update, my "Weather" widget randomly disappears from the area it's on - by disappears, I mean the graphics sort of fall behind the background.
If I press and hold that area where I know it was, it will vibrate, act as though it's still there and I get the drop down menu to remove it. Occasionally it re-appears on it's own, but I normally have to remove and re-add it. This has happened since I upgraded to Lollipop 5.0.1; since the widgets are Samsung's domain, they're the ones that need to fix it.
I assume this is also what you've experienced. I've found it happening on other Samsung Note 3's - this is not fixed by FDR & re-update; this is a software problem where the widget sinks under the background.