There is no bug here. The Auto Zero Shadows feature of HT does never clip pixels. It just removes a unused portion of the numeric range at the shadows, from zero up to the first nonzero histogram count, but excluding the latter. Similarly, the Auto Zero Highlights feature removes an unused portion at the right hand side of the numeric range, from one down to the last nonzero histogram count (excluded). Removal of unused sections is made by remapping all pixels to the [0,1] range linearly.
It is true that if you clip some pixels for a single channel, the corresponding clipped pixels count doesn't get updated for the RGB/K combined channel of HT. This is by design. The clipped pixels counts refer to the number of clipped pixels for the currently selected transformation, not for the whole set of four (or five if there is an alpha channel) transformations. There could be additional global clipping counts on HT, but I think they would add little benefit at the cost of clumsier interface. We can discuss this, naturally.