"My attempt is to see if I might generate a closed product space whose projection maps to clopen sets."
The problem with this approach is that clopen sets are nevertheless closed sets. So this approach won't work for finding counterexamples of a projection that takes a closed set to a set that is not closed.
"I'm working backwards, that is, from the decompositions to the product space."
This is good intuition. It's exactly how I'd approach this myself.
Finally, $[0,1) \times (0,1]$ is the set $\{(x,y) \in \mathbb{R}^2 \ | \ 0 \leq x < 1 \text{ and } 0 < y \leq 1 \}$. Draw a picture according to these rules; you'll see that it's a square with its right and bottom boundary edges removed. This alone won't work as a counterexample though since $[0,1) \times (0,1]$ isn't itself closed, but maybe you could take it under the subspace topology and construct something inside that works.
One thing you could do: start with your favorite countably infinite not-closed set $V = \{x_k\}_{k=1}^\infty$ in $\mathbb{R}$, then construct the set $U = \Big\{(x_k, k) \Big\}_{k=1}^\infty \subset \mathbb{R}^2$. Notice that the points of $U$ are "far" from each other (by a distance of at least $1$ thanks to the $y$-coordinate)—i.e. every point in $U$ is isolated. From this, it's easy to see that $U$ is closed, but the projection of $U$ onto $\mathbb{R}$ returns $V$, the not-closed set that we started with.
Side remark: Functions that map closed sets to closed sets are called closed maps. There is a theorem that states that a continuous function from a compact space to a Hausdorff space is necessarily closed. Moreover, projection maps on a product space with the product topology are, by definition, continuous. Therefore, if you're interested in finding more counterexamples, make sure that your domain is not compact if your codomain is going to be Hausdorff.