Hi Kris,
The clamping grid indicates the effect of "clamping" response curves to their values at the extremities of training values for predictors ("treats variables outside the training range as if they were at the limit of the training range" - from the Tutorial). The grid shows the difference between clamped vs unclamped predictions. In your case, there seems to be very little (if any) effect of clamping, which would suggest that the response curves had already leveled out at the end of the scale to which the environmental change is moving.
MESS is unrelated, and indicates, for each cell, the extent to which predictors are outside of their training range (more precisely, the extent to which the most dissimilar variable is outside its training range). If response curves flatten out towards the extremities (little effect of clamping) then even in very novel environments, clamping will have little effect on predictions.
You still need to be wary of projections into novel environmental space, as the response curves are calculated on training data alone, and we can't be sure that their flattened ends can be reliably extrapolated beyond this range.
wrt your other issue, I think that the Explain tool stretches the colour ramp to cover the range of your projected probabilities. The prediction for the cell your cursor is hovering over should be given in the status bar at the bottom-left of the window.
The png files that Maxent produces should give a consistent colour ramp, so best to refer to those (or open the .asc in ArcMap/QGIS/etc.).
Hope that helps,
John