I believe once the vesicle has budded from the golgi body the clathrin coat is lost. During budding the membranes and proteins are moved around the cell in small vesicles. A protein coat aids the budding of these vesicles from donor membranes, The major type of coat used by the cell is comprised of clathrin; a three legged protein that can form lattice-like coats on membranes destined for trafficking.