It seems there is no commonly-known cause for this clunk, given the wide variety of potential causes that I am hearing from everybody.
No offense intended, Lothar, but (as mentioned previously) - the "problem" may be related more to driving style than parts on the car.
I have noticed notchiness or clunking on occasion from first to second gear, and my assumption was that it had more to do with the RPM when I chose to shift, as well as the overall gear ratio & the way the transmission synchronizes (or at least the way I think the transmission synchronizes,,,)
Try shifting at different (lower) RPMs, and you also might have another Mustang owner (w MT) drive your car, to see what he/she thinks. I also think that the Manual Transmission option in Mustangs by itself adds quite a bit of NVH - and I am perfectly fine with that.
I travel a lot for work, and rent a lot of cars. I have driven dozens of V6 and V8 Automatic Mustangs from 2013 to 2015. All were much (MUCH) quieter than my 2014 Track Pack car with a MT, 373 gear, and Ford Racing Exhaust (+ Boss side kit). What I learned from those cars is that the MT cars driveline feel much more "connected" to the car itself. There is a lot more driveline noise and feel going on with the MT cars that the AT cars do not have. That is something that may turn off most drivers, but not me (nor others reading this, I am sure), as that is one of the reasons that we bought these cars.
Part of my point with this is that I believe that MT cars are going to be notchy and clunky - to a greater degree that any AT equipped car. It's part of the design.