You have 2 problems that I see:
1) The ctags completion paths is empty, this means that I will not be able to search for standard classes like the members of 'std', to fix this:
Copy all paths from 'clang' to the 'ctags -> Include Files' upper box
Click OK and then retag your workspace from the main menu: "workspace -> Retag workspace (full)"
The second problem that you have:
clang complains that it can not find 'curl/curl.h', this means that your project settings missing this include path.
You did added it, but to the 'code completion' section.
Unlink ctags completion, clang is an actual compiler and it will use the paths that you use in your project. In other words: if your code can compile inside codelite, then clang will work.
please read here for more information:
http://www.codelite.org/LiteEditor/ClangIntegration35
As a rule of thumb:
ctags should be your default code-completion, it will rarely fails to complete (mainly when heavy macroing / templating is used)
Eran