lumetri color blank

Do you see the blue line around the upper left panel group, the Source panel currently "active"? That blue line means Premiere is focused on what's in the Source monitor.

Which doesn't have a clip loaded. Ergo, "no clip selected" is correct ... if puzzling.

Click in the Timeline panel, or use the keyboard short to get to the Timeline panel, then make sure there is a clip selected (like is currently showing ) ... and your Lumetri controls will appear.

Because there will be a clip in the selected "active" panel.