oldman. Your scratches are one of two (maybe more) things.
1. Your scratches are through the clear coat and into the color. If this is true, then it is very hard to get all of the swirls out. It may not be possible just depending on how deep they are, how old the car is, condition of the paint, etc.
2. THIS IS THE MORE LIKELY CASE. The method of claybar and syth wax is not a very aggressive combination. Clay bar is good for dirt and small scratches as well as minor fading. You probably need to start with something much more aggressive. You probably need to start with a rubbing compound. Use a Very light rubbing compound by hand and follow the steps we laid out in this thread. I would think you just weren't aggressive enough. It is smart to start out very non aggressive.
Hope this helps.