Probably an insect cocoon. Is it really blue? I'd check each morning to see if it has hatched and if the insect is still around.

It the fruit of a Holboellia, aka sausage vine or China Blue vine, so not a Clematis at all. It is an evergreen vine related to Akebia.

Here is a link that might be useful: Holboellia images

Judging by the foliage I would say it is actually the fruit of Akebia quinata itself.

Floral is correct - :-)) I should have looked closer at the foliage (the fruit distracted me). Holboellia foliage is in clusters of three, the Akebia in 5's. Otherwise, very similar in flowers, fruits and growth habit.

Yep Akebia not Clematis