Simmy;

Since the clunk is occurs only once, when changing direction, and only when applying brakes, that sure sounds to me like a slop in a braking (or associated) component.... it moves, when the brakes application causes it to make opposing torque, sending it to the other side of its slop.

Things to check:

1. Brakepad location...are they loose within caliper? (I realize you state they are tight, but a carefull double check is in order!).
2. Caliper location on support plate.
3. Support plate to steering knuckle location.
4. Look for red dust! (Movement causes fine grinding of metal which rusts, leaving a telltale red dust, although an occasional clunk may not be enough movement to cause this grinding)

To (hopefully) reproduce the conditions which cause the clunk, I would...raise and support the corner in question, turn the steering wheel for best access to caliper, manually spin wheel, and have a helper apply brakes, then reverse spin direction and repeat...if you get the clunk, you should be able to track it down better then from the drivers seat... (carefully) placing a hand on the caliper, pads, mounting plate, knuckle, etc. while doing the test, may also help to locate movement of those components.

Good Luck...please let us know how you make out!