Do I need clearance from every film company,for each movie clip used in thesis documentary if I want to sell as a DVD?

Obviously, the safest course would be getting licenses from the copyright owners of all the property you're using, since gambling that a "fair use" defense will prevail is risky. But you're also right that your requests for clearance would not be viewed in a friendly way, particularly from the "large production companies" you name as stealing others' work.

The 4 fair use factors are::

1) the purpose and character of your use
2) the nature of the copyrighted work
3) the amount and substantiality of the portion taken, and
4) the effect of the use upon the potential market.

On balance you're probably going to be ok on 1) because your thesis and film are educational and commenting on an academic topic (a big plus for you), even though you want to commercially your works for profit (a moderate minus).

As for 2), you're exploiting published, fictional, famous works, so you get less leeway than you would if you were using unpublished non-fiction, so that point isn't as much in your favor (a moderate minus).

Re: 3),without reviewing your thesis and film, it's hard for me to know how much of each work you're using, although from your description of "many clips," it sound like you're using examples of a very small portion of many works to make your point, so you're probably ok on that point (a moderate-to-big plus).

You're going to be ok on 4) because while you have presumably written your thesis and made your documentary film to be entertaining, it seems very unlikely that the market for "Scary Movie" would be affected by your documentary highlighting institutional infringment and idea theft (a big plus).

Sounds like an interesting thesis/film, good luck with them.

Disclaimer: Please note that this answer does not constitute legal advice, and should not be relied on, since each situation is fact specific, and it is impossible to evaluate a legal problem without a comprehensive consultation and review of all the facts and documents at issue. This answer does not create an attorney-client relationship.