Hello UniRogue,
Try the following steps below. They should aid you with selling your club.
1) Make sure to remove the clubs you wish to sell from all the sets. (If you have more than one bag, please check the other 4 sets)
2) After you removed the clubs you must replace them with different clubs if they are required clubs.
3) Once the clubs are replaced be sure to save the set.
4) Remove / unequip the Stand Bag by dragging down to the bottom slot and then click Save Changes.
5) Got to Profile page, click Equipment, then click Sell Equipment
-WGTyphoon