If there is a Clearance frequency at your departure airport, you should use it to obtain clearance. The PF3 on-screen display prompted you to change to the Clearance frequency at the start of the flight:
10/21/2018 9:42:10 AM: 940 - FS Screen : ComFreq: 122.6 <> ClearanceFreq: 127.4
but the problem with Departure is a separate issue and happens either way, so hopefully it will be addressed in an upcoming release.
If there is no Clearance frequency at your departure airport but there is a Ground frequency, you get your clearance from Ground. If there is no Clearance or Ground frequency, you get your clearance from Tower. If your departure airport has none of those (Clearance, Ground, or Tower), contact FSS.