Not really a clause. We often forget that we are in a federalist system where the federal government can regulate interstate commerce and the states regulate everything within the state. Unfortunately, the feds have taken a rather overreaching view of interstate commerce to include all commerce (see Wickard v. Filburn). So, there is no "clause" that says gunshows are exempt from anything. The private sale of a firearm within a state is generally not regulated by the feds and that is how this all comes about.
I'm sorry if this is a little on the longer side.
You're right that Wickard v. Filburn, 317 U.S. 111 (1942), did extend the commerce power of congress to regulate things. In that case, the Court gave Congress the power to regulate things that were produced for personal consumption regardless of the fact that it was never intended to enter the stream of interstate commerce. Keep in mind that Wickard had taken place during a time of national economic crisis (WW II) and the Court was under great pressure by the executive branch following The New Deal.
While it technically is still good law because it hasn't been overturned, more recent Court decisions have limited Congressional powers. See United States v. Lopez, 514 U.S. 549 (1995). In Lopez, the Court ruled that Congress had exceeded their power under the Commerce Clause to regulate the 1990 Federal Gun-Free School Zones Act which made it a federal offense for a student to carry a gun onto a campus. This is within the State's power to regulate under state police powers, but it is NOT within the power of the federal government.
A lot more of the more modern court decisions have leaned toward limiting Congressional power to make federal legislation under the Commerce clause. See United States v. Morrison, 529 U.S. 598 (2000); and the popular Obama Care decision, National Federation of Independent Business (NFIB) v. Sebelius, 132 S. Ct. 2566 (2012). Note that in the ObamaCare decision, the Court did uphold the "individual mandate" of the federal law, but only under Congressional Taxing power. The Court ruled that the "individual mandate" was not a valid exercise of Congressional power under the Commerce Clause, nor was it valid under the Necessary and Proper Clause.