Yes, the last step will be to seal all your hard work in with a quality synthetic sealant. Menzerna PowerLock is a great sealant, I like Zaino Z-2 as well. There are so many good ones out there.
Don't worry about a glaze. A glaze is a temporary band aid for hiding swirls. It will make the vehicle look good, but they usually wash off after the next bath, leaving you right back where you started.
The Mothers clay kit is a great kit.
Dawn is terrible for washing your car. It has a high alkaline content and is no good for rubber trim and seals. It will also strip any sealant or wax you have on. One or two washes isn't going to hurt anything, you just don't want to make a habit out of it.