Jack is not really a separate species - he was made special (can never die) because R*** brought him back from the dead when she had the power of the Time Vortex inside her, but couldn't control it (as the Doctor said), so she brought him back permanently. Clara/Oswin is something totally different, though. I don't think she's a Time Lady, because if she were, she would simply regenerate into a new body when she died - but she is the same person (both looks and personality wise) in different times. And I don't think she retains her memories from her "previous lives", because otherwise in "Asylum" she would have remembered in her adventure in "Snowmen" (given that "Asylum" takes place in the future). But there are certain subconscious things that remain the same - soufflés, for instance. I'd like to think she's something completely new, completely unique - and I believe the story arc of Series 7 part 2 (or at least part of the story arc) will be figuring out exactly who and what is she and why does she keep appearing in different times. I do agree that she has wonderful chemistry with Matt.