A well-compacted clay lined pond will almost always lose some water after the initial fill-up.

Many of the clay minerals actually incorporate some water into their chemical structure. That causes the clay minerals to swell - which is why they make great material for sealing ponds.

It is probably too early to tell if you have a leak. Keep monitoring your pond after each rain.

If your pond is murky, then definitely try the "jar test" to determine if you have suspended clays.

In my opinion, using alum to drop out the suspended clay will NOT have any effect on a possible leak. That clay would just be settled particles, rather than compacted clay.

P.S. I would recommend getting your ground cover plantings started. Vegetation on your bare soils surrounding your pond is very important in preventing your pond from being perpetually murky.

Good luck on your new pond! I hope it turns out to be leak free.