Omesh, Your car is so new, you have no need for a clay bar application so soon, so you can skip that trauma.
Are you positive that the dealer "waxed" your car before delivery? Mine claimed to have detailed it, but i could tell that they never waxed it.
If you are concerned about the "wax" that they did apply and want to give it your own custom treatment (good thinking!!!), give the car a good bath with "Dawn" dish detergent. Its high alkalyne surfactants will safely strip away any wax.
I too am a Zaino user and you will not be disappointed. One coat of zaino will give a nice mirror shine. Two and you can start seeing better color, texture and detail in the reflections. Three and you can shave by it!
I've had my blue wrx for about a year and used Z2 for the first year and was delighted. This year i am noticed some swirls, so i gave it a good buffing with 3M SMR early in the season and have been using the Z5 exclusively. swirls are absolutely gone and my latest two-coat job looks awesome. I can try to get some pics in the light one day before too much dust settles on it (i too park outside).