The gamma matrices present in the Dirac equation generate a Clifford algebra [...]. It is argued in the gamma matrices wikipedia page that this algebra is the complexification of the spacetime algebra [...].
The Dirac algebra is normally complexified, but the gamma matrices per se don't give you the complexified algebra. The algebra generated by sums, products, and real scalar multiples of the gamma matrices is the real algebra. Even if you premultiply the gamma matrices by $i$, which is how they appear in the Dirac equation, you still get a real algebra (the one of opposite signature, $-{+}{+}+$, which is nonisomorphic). The Majorana basis makes that more obvious.
The answer given here (What is the role of the spacetime algebra?) would seem to suggest that this complex structure falls out naturally from the decomposition into degrees of $Cl_{1,3}(\mathcal{R})$. Is this the case?
No. The complex structure has to be explicitly added.
The algebra is complexified not for convenience, nor because "quantum mechanics uses complex numbers", but because the Dirac equation describes a wave with a $U(1)$ gauge charge, and the complex phase is really the $U(1)$ phase. Only with certain gauge groups do you get a complex structure. (See Why do we need complex representations in Grand Unified Theories? – though my answer only talks about the even algebra, where the details are a bit different.)
[Can one] then use the gamma matrices that generate $Cl_{1,3}(\mathcal{C})$ to form the Lie Algebra of the Lorentz group, which to me gives the picture that these constructions in spin space can form spacetime transformations [...]?
The real Clifford algebra of any dimension and signature has an embedded copy of the Spin group (which in 3+1 dimensions is the double cover of the Lorentz group), and its Lie algebra is always the space of bivectors (which in the case of the Dirac algebra is the space of real linear combinations of pairwise products of distinct gamma matrices). The Lie bracket is the commutator, and exponentiation is $\exp x = 1 + x + x^2/2 + \cdots$ where the multiplication is Clifford multiplication.
The Clifford algebra is definitely an algebra of spacetime transformations. I'm not sure there is any separate concept of "spin space".
ACuriousMind wrote
four dimensions - where one could identify the first degree of the Clifford algebra with both spacetime and the four-dimensional Dirac spinors - are an "accident". The Dirac spinor representation in $d$ dimensions is $2^{\lfloor d/2 \rfloor}$-dimensional, which you cannot identify with the $d$-dimensional first degree of the algebra in most other dimensions. Therefore, the Clifford algebra does not, in a general sense, "contain" spinors.
The last sentence isn't true: in any number of dimensions, the spinors do exist within the Clifford algebra as ideals. The easiest way to see that is that column vectors react identically under left multiplication to square matrices with only one nonzero column, or more generally square matrices whose columns are pairwise linearly dependent. Therefore, the spinors are projected out of the Clifford algebra by right multiplication by an element whose matrix representation has rank 1. An example of such an element of the Dirac algebra is $(1+γ^5)(1+iγ^1γ^2)/4$, which is $\text{diag}(1,0,0,0)$ in the chiral basis (one version of it, anyway).
The physical interpretation of these projections is the most confusing aspect of spinors to me. It's bad enough in $3{+}1{+}U(1)$ dimensions, and worse in $3{+}1{+}\text{Spin}(10)$ dimensions. The latter is interesting because of the remarkable fact that the 32-component Weyl spinor contains one complete generation of Standard Model fermions with all of the correct charges. So it seems likely that those spinors are physically relevant, but the projection to the column-vector space is quite strange and I don't understand why it would appear in nature. If you want to "worry about" something, that's what I'd recommend.
I don't think you can identify Dirac spinors with the first degree (vector part) of the Clifford algebra. But a relationship does exist in 8+0 dimensions (triality) and I'm not completely sure that there isn't some vestigial 3+1 dimensional version of it. Many special things happen in $2^n$ and $(2^n+1)+1$ dimensions for $n\in\{0,1,2,3\}$.