As a child, Clementina dreamed of becoming Queen of England, which is why she jumped at the chance when James made her an offer of marriage. Poor Clementina (and her parents) labored under the delusion that James's restoration was imminent. At the time the marriage was arranged, James was on a visit to the Spanish court, which may have strengthened their belief that he had secured support to invade England.
After they married, Clementina was aghast to discover that James had no restoration plans in the works and that he'd married her for her money. She was energetic and intrepid; she couldn't understand James's lassitude or his placid acceptance of his exile. She tried to get rid of some of his advisors, particularly those she felt were obstructive and/or rude to her. She also offered unwanted advice about ways and means of getting his throne back. As a result, Clementina and James fought constantly. Things were made worse by the fact that although James was deeply pious, he was often unfaithful to her. She finally fled to a convent rather than tolerate their marriage any longer.
Clementina's thinness was not the result of religious fasting. It's almost certain that she was an anorexic. Perhaps it was her way of exerting control over her situation. Clementina had few friends at James's court, was deeply frustrated by the exile, and got along badly with her husband.